V-Lab
V-Lab
NiSource Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:15.21% (-0.39%)

Analysis last updated: Thursday, April 25, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NiSource Inc GJR-GARCH
paramt-stat
ω0.038213.76
α0.047117.49
β0.9013373.04
γ0.06638.66
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts