V-Lab: Hawaiian Electric Industries Inc MF2-GARCH Volatility Analysis

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V-Lab

Hawaiian Electric Industries Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:102.12% (+61.68%)

Analysis last updated: Monday, May 20, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	2.9281	29280630.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9802	9802170.00

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts