V-Lab: CenterPoint Energy Inc MF2-GARCH Volatility Analysis

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V-Lab

CenterPoint Energy Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:16.91% (-0.18%)

Analysis last updated: Tuesday, May 7, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0370	12.45
$β$	0.8256	122.53
$γ$	0.1132	18.87
$λ_{1}$	0.0102	4.22
$λ_{2}$	0.0374	5.21
$λ_{3}$	0.9583	118.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts