V-Lab
V-Lab
NiSource Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:14.86% (+0.44%)

Analysis last updated: Thursday, May 2, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NiSource Inc GJR-GARCH
paramt-stat
ω0.038213.75
α0.046917.46
β0.9014373.88
γ0.06638.69
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts