V-Lab: Integrys Energy Group Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Integrys Energy Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, June 30th, 2015:15.54% (+1.34%)

Analysis last updated: Monday, March 1, 2021 at 06:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3171	5.90
$α$	0.0676	21.93
$β$	0.9816	314.40
$ν$	5	5.90

Estimation Period:
Jan 2, 1990 to Jun 26, 2015