V-Lab
V-Lab
Cleco Corp APARCH Volatility Analysis
Volatility Prediction for Thursday, April 14th, 2016:17.11% (-1.04%)

Analysis last updated: Wednesday, April 13, 2016 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cleco Corp APARCH
paramt-stat
ω0.029614.66
α0.086527.35
β0.9135330.13
γ0.35248.09
δ0.961216.88
Estimation Period:
Jan 2, 1990 to Apr 8, 2016
Impact of return on volatility tomorrow
Volatility Forecasts