V-Lab
V-Lab
CMS Energy Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:19.41% (-0.65%)

Analysis last updated: Thursday, April 18, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CMS Energy Corp AGARCH
paramt-stat
ω0.00954.99
α0.063539.94
β0.9274564.14
γ0.544919.13
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts