V-Lab
V-Lab
Great Plains Energy Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, June 6th, 2018:21.65% (-0.92%)

Analysis last updated: Monday, March 1, 2021 at 05:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Great Plains Energy Inc EGARCH
paramt-stat
ω0.00907.66
α0.104126.61
β0.98751119.59
γ-0.0331-9.18
Estimation Period:
Jan 2, 1990 to Jun 1, 2018
Impact of return on volatility tomorrow
Volatility Forecasts