V-Lab: Entergy Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Entergy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.38% (-0.90%)

Analysis last updated: Thursday, May 2, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8553	9.96
$α$	0.0692	28.05
$β$	0.9819	535.39
$ν$	7	5.68

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