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

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V-Lab

Dominion Energy Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:0.00% (-20.33%)

Analysis last updated: Wednesday, May 8, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	1.0911	15.95
$λ_{2}$	0.1677	87.75
$λ_{3}$	0.0000	0.00

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts