V-Lab
V-Lab
UGI Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:42.08% (-3.12%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UGI Corp AGARCH
paramt-stat
ω0.088419.13
α0.100533.04
β0.8536213.20
γ0.516514.57
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts