V-Lab
V-Lab
American Water Works Co Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:21.73% (-0.33%)

Analysis last updated: Wednesday, April 24, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of American Water Works Co Inc EGARCH
paramt-stat
ω0.02008.93
α0.169726.50
β0.9749629.37
γ-0.0550-9.33
Estimation Period:
Apr 23, 2008 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts