V-Lab
V-Lab
DTE Energy Co AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.24% (-0.75%)

Analysis last updated: Thursday, May 2, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DTE Energy Co AGARCH
paramt-stat
ω0.027911.35
α0.071327.47
β0.9033334.81
γ0.46459.28
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts