V-Lab: CMS Energy Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

CMS Energy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.11% (-0.88%)

Analysis last updated: Wednesday, May 1, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3544	6.50
$α$	0.0729	35.67
$β$	0.9864	500.47
$ν$	6	7.05

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