V-Lab
V-Lab
NV Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 3rd, 2014:10.78% (-0.01%)

Analysis last updated: Monday, March 1, 2021 at 06:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of NV Energy Inc GJR-GARCH
paramt-stat
ω0.07325.99
α0.04178.72
β0.839646.85
γ0.23743.52
Estimation Period:
Aug 27, 1999 to Jan 2, 2014
Impact of return on volatility tomorrow
Volatility Forecasts