V-Lab: Southern Co/The GAS-GARCH Student T Volatility Analysis

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V-Lab

Southern Co/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:20.37% (-0.68%)

Analysis last updated: Friday, May 3, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6040	10.33
$α$	0.0740	35.79
$β$	0.9878	828.65
$ν$	9	5.53

Estimation Period:
Jan 2, 1990 to May 3, 2024