V-Lab: Ameren Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Ameren Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:19.32% (+1.24%)

Analysis last updated: Friday, May 3, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3575	13.49
$α$	0.0863	31.58
$β$	0.9719	454.79
$ν$	7	5.85

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