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 Tuesday, June 9th, 2026
1 Day
40.02%
increased by 12.77%
1 Week
5,220,224,684,819,610.00%
increased by 5,220,224,684,819,583.00%
1 Month
18,439,117,115,523,724,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 18,439,117,115,523,724,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Monday, June 8, 2026 at 09:48 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
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