OGE Energy Corp MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.94%
decreased by 14.08%
1 Week
3,382,451,241,333,716.50%
increased by 3,382,451,241,333,676.50%
1 Month
11,935,441,340,813,502,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 11,935,441,340,813,502,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.9455 | 9,454,740.00 | |
| 0.0074 | 74,030.00 | |
| 0.0942 | 942,460.00 | |
| 1.1999 | 14.21 | |
| 0.1933 | 13.60 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other MF2-GARCH Analyses on Equities