NV Energy Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, January 3rd, 2014):
1 Day
10.45%
1 Week
12.31%
1 Month
17.93%
Analysis last updated: Monday, March 1, 2021 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 7.98 | |
| 0.1956 | 5.31 | |
| 0.8044 | 34.55 |
Estimation Period:
Aug 27, 1999 to Jan 2, 2014
Aug 27, 1999 to Jan 2, 2014
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