V-Lab
V-Lab
Integrys Energy Group Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 30th, 2015:14.95% (+1.35%)

Analysis last updated: Monday, March 1, 2021 at 06:24 PM UTC

Date Range:

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graph of Integrys Energy Group Inc GARCH
paramt-stat
ω0.029414.43
α0.100214.40
β0.8855185.06
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Impact of return on volatility tomorrow
Volatility Forecasts