V-Lab
V-Lab
PG&E Corp GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.30% (-0.39%)

Analysis last updated: Thursday, May 2, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PG&E Corp GARCH
paramt-stat
ω0.020012.94
α0.063323.33
β0.9326332.49
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts