V-Lab: Ameren Corp MF2-GARCH Volatility Analysis

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V-Lab

Ameren Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:0.00% (-9.08%)

Analysis last updated: Monday, May 13, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.6618	6617560.00
$β$	0.0882	882440.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.6679	14.83
$λ_{2}$	0.3695	20.26
$λ_{3}$	0.1095	2.39

Estimation Period:
Jan 2, 1990 to May 10, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts