V-Lab
V-Lab
Southwestern Energy Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:23.11% (-0.27%)

Analysis last updated: Thursday, April 25, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Southwestern Energy Co GJR-GARCH
paramt-stat
ω0.01799.97
α0.025315.77
β0.9618771.90
γ0.02517.63
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts