DTE Energy Co MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.07%
decreased by 4.25%
1 Week
7,924,035.34%
increased by 7,924,004.02%
1 Month
708,282,824,865,886,600,000,000,000,000.00%
increased by 708,282,824,865,886,600,000,000,000,000.00%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7068 | 7,067,550.00 | |
| 0.0432 | 432,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.0353 | 62.75 | |
| 0.2078 | 41.12 | |
| 0.0491 | 2.05 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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