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V-Lab
Integrys Energy Group Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2015:16.02% (+1.67%)

Analysis last updated: Monday, March 1, 2021 at 09:03 PM UTC

Date Range:

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graph of Integrys Energy Group Inc EGARCH
paramt-stat
ω0.01625.83
α0.168820.02
β0.9816798.69
γ-0.0414-3.53
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Impact of return on volatility tomorrow
Volatility Forecasts