V-Lab
V-Lab
Great Plains Energy Inc APARCH Volatility Analysis
Volatility Prediction for Wednesday, June 6th, 2018:21.87% (-0.83%)

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 APARCH
paramt-stat
ω0.015816.23
α0.054824.83
β0.9438411.95
γ0.28989.18
δ1.280227.81
Estimation Period:
Jan 2, 1990 to Jun 1, 2018
Impact of return on volatility tomorrow
Volatility Forecasts