Integrys Energy Group Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 30th, 2015):
1 Day
15.40%
1 Week
15.61%
1 Month
16.36%
Analysis last updated: Monday, March 1, 2021 at 06:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 15.03 | |
| 0.0601 | 9.81 | |
| 0.8996 | 199.08 | |
| 0.0512 | 2.27 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Jan 2, 1990 to Jun 26, 2015
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