Integrys Energy Group Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, June 30th, 2015):
1 Day
15.54%
1 Week
15.64%
1 Month
16.01%
Analysis last updated: Thursday, March 26, 2026 at 05:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3171 | 5.90 | |
| 0.0676 | 21.93 | |
| 0.9816 | 314.40 | |
| 5.3880 | 5.90 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Jan 2, 1990 to Jun 26, 2015
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