V-Lab
V-Lab
DTE Energy Co APARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:21.87% (-0.33%)

Analysis last updated: Monday, April 22, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DTE Energy Co APARCH
paramt-stat
ω0.031928.19
α0.073423.10
β0.9168280.46
γ0.33808.24
δ1.346829.10
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts