V-Lab
V-Lab
FirstEnergy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:17.98% (-0.28%)

Analysis last updated: Wednesday, May 1, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FirstEnergy Corp GJR-GARCH
paramt-stat
ω0.066325.04
α0.051214.64
β0.8860300.33
γ0.06167.23
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts