V-Lab: Atmos Energy Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Atmos Energy Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.46% (+0.46%)

Analysis last updated: Friday, April 26, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0579	13.58
$β$	0.8539	98.21
$γ$	0.0560	12.47
$λ_{1}$	0.0190	3.17
$λ_{2}$	0.0585	3.00
$λ_{3}$	0.9314	40.74

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts