V-Lab
V-Lab
Integrys Energy Group Inc APARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2015:15.93% (+1.86%)

Analysis last updated: Thursday, October 22, 2015 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Integrys Energy Group Inc APARCH
paramt-stat
ω0.029617.64
α0.097116.38
β0.9029210.91
γ0.24125.98
δ1.096334.08
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Impact of return on volatility tomorrow
Volatility Forecasts