V-Lab
V-Lab
American Water Works Co Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:23.98% (-0.78%)

Analysis last updated: Monday, April 15, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of American Water Works Co Inc EGARCH
paramt-stat
ω0.02008.95
α0.169926.51
β0.9749629.37
γ-0.0551-9.34
Estimation Period:
Apr 23, 2008 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts