V-Lab
V-Lab
Ameren Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:16.78% (-0.21%)

Analysis last updated: Thursday, May 2, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ameren Corp GJR-GARCH
paramt-stat
ω0.049825.40
α0.076716.76
β0.8633254.27
γ0.04926.40
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts