V-Lab: Pinnacle West Capital Corp MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Pinnacle West Capital Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.62% (-0.02%)

Analysis last updated: Friday, April 26, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0606	18.17
$β$	0.7738	85.61
$γ$	0.0853	15.29
$λ_{1}$	0.0457	3.63
$λ_{2}$	0.1074	4.80
$λ_{3}$	0.8653	30.61

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

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