V-Lab: Southern Co Gas EGARCH Volatility Analysis

V-Lab

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V-Lab

Southern Co Gas EGARCH Volatility Analysis

Volatility Prediction for Friday, July 1st, 2016:4.13% (-0.09%)

Analysis last updated: Monday, March 1, 2021 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0135	12.08
$α$	0.1582	39.62
$β$	0.9826	1099.12
$γ$	-0.0392	-9.97

Estimation Period:
Jan 2, 1990 to Jun 24, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts