V-Lab: CMS Energy Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

CMS Energy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:18.61% (-0.63%)

Analysis last updated: Wednesday, April 24, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3577	6.50
$α$	0.0730	35.66
$β$	0.9864	499.95
$ν$	6	7.06

Estimation Period:
Jan 2, 1990 to Apr 19, 2024