V-Lab: Hawaiian Electric Industries Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Hawaiian Electric Industries Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:48.62% (-2.82%)

Analysis last updated: Monday, April 29, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7026	7.82
$α$	0.0953	37.03
$β$	0.9819	438.37
$ν$	6	10.20

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