V-Lab
V-Lab
Southern Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:20.54% (-0.75%)

Analysis last updated: Monday, November 11, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Southern Co/The GJR-GARCH
paramt-stat
ω0.023023.45
α0.053421.35
β0.9115462.93
γ0.04097.46
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts