V-Lab
V-Lab
Hawaiian Electric Industries Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:56.43% (-0.82%)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hawaiian Electric Industries Inc GJR-GARCH
paramt-stat
ω0.031420.42
α0.068823.57
β0.8894340.76
γ0.05077.79
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts