V-Lab
V-Lab
Calpine Corp GARCH Volatility Analysis
Volatility Prediction for Friday, March 9th, 2018:3.28% (-0.09%)

Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC

Date Range:

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to

6M ·

1Y ·

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10Y ·

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graph of Calpine Corp GARCH
paramt-stat
ω0.00082.69
α0.079034.22
β0.9210478.93
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts