V-Lab: NiSource Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

NiSource Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:14.89% (-0.71%)

Analysis last updated: Thursday, May 16, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9501	5.63
$α$	0.0664	39.02
$β$	0.9901	561.94
$ν$	6	7.86

Estimation Period:
Jan 2, 1990 to May 10, 2024