V-Lab: American Water Works Co Inc MF2-GARCH Volatility Analysis

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V-Lab

American Water Works Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.70% (-0.29%)

Analysis last updated: Friday, April 26, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0584	13.95
$β$	0.8010	83.36
$γ$	0.0627	9.59
$λ_{1}$	0.0478	2.44
$λ_{2}$	0.0596	2.55
$λ_{3}$	0.9079	25.56

Estimation Period:
Apr 23, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts