V-Lab: Public Service Enterprise Group Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Public Service Enterprise Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:15.84% (-0.46%)

Analysis last updated: Friday, May 17, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8500	11.09
$α$	0.0649	35.39
$β$	0.9850	692.65
$ν$	7	6.35

Estimation Period:
Jan 2, 1990 to May 17, 2024