V-Lab: DTE Energy Co APARCH Volatility Analysis

V-Lab

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V-Lab

DTE Energy Co APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.01% (+1.10%)

Analysis last updated: Friday, April 26, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0319	28.19
$α$	0.0733	23.10
$β$	0.9169	280.65
$γ$	0.3385	8.24
$δ$	1.3469	29.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts