V-Lab: FirstEnergy Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

FirstEnergy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:18.30% (-0.93%)

Analysis last updated: Monday, April 22, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9350	8.37
$α$	0.0670	27.93
$β$	0.9780	365.08
$ν$	6	6.13

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