V-Lab
V-Lab
CMS Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:17.41% (-0.39%)

Analysis last updated: Friday, May 3, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CMS Energy Corp GJR-GARCH
paramt-stat
ω0.020512.79
α0.036911.79
β0.9334526.45
γ0.04637.53
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts