V-Lab
V-Lab
American Water Works Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:22.39% (-0.92%)

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 GJR-GARCH
paramt-stat
ω0.057819.75
α0.058012.86
β0.8816236.34
γ0.05765.79
Estimation Period:
Apr 23, 2008 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts