NV Energy Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, January 3rd, 2014):
1 Day
10.78%
1 Week
12.37%
1 Month
17.34%
Analysis last updated: Monday, March 1, 2021 at 06:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 5.99 | |
| 0.0417 | 8.72 | |
| 0.8396 | 46.85 | |
| 0.2374 | 3.52 |
Estimation Period:
Aug 27, 1999 to Jan 2, 2014
Aug 27, 1999 to Jan 2, 2014
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