V-Lab
V-Lab
Great Plains Energy Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 6th, 2018:22.11% (-0.69%)

Analysis last updated: Monday, March 1, 2021 at 05:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Great Plains Energy Inc GARCH
paramt-stat
ω0.020616.07
α0.054624.24
β0.9305329.27
Estimation Period:
Jan 2, 1990 to Jun 1, 2018
Impact of return on volatility tomorrow
Volatility Forecasts