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V-Lab
Calpine Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 9th, 2018:3.01% (-0.07%)

Analysis last updated: Monday, March 1, 2021 at 06:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Calpine Corp GJR-GARCH
paramt-stat
ω0.00081.54
α0.031511.97
β0.9301534.53
γ0.076813.28
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts