Ameren Corp MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.70%
decreased by 12.95%
1 Week
154,842,101.25%
increased by 154,842,066.60%
1 Month
4,891,732,208,533,087,000,000,000,000,000,000,000.00%
increased by 4,891,732,208,533,087,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, June 9, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6800 | 6,800,230.00 | |
| 0.0700 | 699,770.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.8592 | 29.27 | |
| 0.2488 | 28.68 | |
| 0.0501 | 1.51 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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