V-Lab
V-Lab
DTE Energy Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:18.74% (-0.55%)

Analysis last updated: Thursday, May 2, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of DTE Energy Co GJR-GARCH
paramt-stat
ω0.034819.69
α0.036013.81
β0.9139287.20
γ0.05768.07
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts