V-Lab
V-Lab
Great Plains Energy Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, June 6th, 2018:22.17% (-0.65%)

Analysis last updated: Tuesday, June 5, 2018 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Great Plains Energy Inc AGARCH
paramt-stat
ω0.016212.42
α0.051425.61
β0.9336368.70
γ0.29899.87
Estimation Period:
Jan 2, 1990 to Jun 1, 2018
Impact of return on volatility tomorrow
Volatility Forecasts