V-Lab
V-Lab
MDU Resources Group Inc GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:19.37% (-0.50%)

Analysis last updated: Friday, May 3, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MDU Resources Group Inc GARCH
paramt-stat
ω0.019522.17
α0.055434.44
β0.9372567.68
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts