V-Lab: NextEra Energy Inc APARCH Volatility Analysis

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V-Lab

NextEra Energy Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.58% (+0.39%)

Analysis last updated: Monday, April 29, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	23.53
$α$	0.0821	35.97
$β$	0.9179	401.02
$γ$	0.3325	18.55
$δ$	1.3166	37.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts