V-Lab: Southwestern Energy Co GAS-GARCH Student T Volatility Analysis

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V-Lab

Southwestern Energy Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.53% (+2.48%)

Analysis last updated: Monday, May 6, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.7447	5.94
$α$	0.0451	59.29
$β$	0.9967	1795.92
$ν$	5	18.65

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