V-Lab: DTE Energy Co GAS-GARCH Student T Volatility Analysis

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V-Lab

DTE Energy Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.04% (+0.65%)

Analysis last updated: Wednesday, May 8, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5096	11.29
$α$	0.0813	24.88
$β$	0.9707	349.18
$ν$	7	5.02

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