V-Lab: NV Energy Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

NV Energy Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, January 3rd, 2014:2.06% (-0.07%)

Analysis last updated: Monday, March 1, 2021 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9649	6.28
$α$	0.0697	77.25
$β$	0.9990	5176.17
$ν$	4	81.91

Estimation Period:
Aug 27, 1999 to Jan 2, 2014