V-Lab
V-Lab
NV Energy Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, January 3rd, 2014:2.62% (-0.02%)

Analysis last updated: Monday, December 29, 2014 at 06:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NV Energy Inc AGARCH
paramt-stat
ω-0.0138-5.72
α0.264314.59
β0.8236119.23
γ0.262814.33
Estimation Period:
Aug 27, 1999 to Jan 2, 2014
Impact of return on volatility tomorrow
Volatility Forecasts