V-Lab: Southern Co Gas GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Southern Co Gas GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 1st, 2016:5.13% (-0.05%)

Analysis last updated: Monday, March 1, 2021 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1190	5.09
$α$	0.0560	56.70
$β$	0.9966	1677.75
$ν$	6	14.68

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