V-Lab
V-Lab
Southern Co Gas GARCH Volatility Analysis
Volatility Prediction for Friday, July 1st, 2016:7.71% (-0.02%)

Analysis last updated: Monday, March 1, 2021 at 05:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Southern Co Gas GARCH
paramt-stat
ω0.019520.39
α0.077938.25
β0.9119427.92
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Impact of return on volatility tomorrow
Volatility Forecasts