V-Lab: FirstEnergy Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

FirstEnergy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:19.43% (+0.09%)

Analysis last updated: Thursday, May 2, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9325	8.36
$α$	0.0669	27.95
$β$	0.9781	365.65
$ν$	6	6.12

Estimation Period:
Jan 2, 1990 to Apr 26, 2024