V-Lab: Sempra GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Sempra GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:20.05% (-1.18%)

Analysis last updated: Friday, May 3, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9052	6.72
$α$	0.0723	35.07
$β$	0.9861	461.87
$ν$	6	7.96

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