V-Lab
V-Lab
Ameren Corp GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.62% (+0.68%)

Analysis last updated: Friday, April 26, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ameren Corp GARCH
paramt-stat
ω0.045222.34
α0.101337.48
β0.8672245.45
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts