V-Lab
V-Lab
UGI Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:23.40% (-0.61%)

Analysis last updated: Friday, May 17, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UGI Corp AGARCH
paramt-stat
ω0.091819.56
α0.101833.08
β0.8507209.59
γ0.512014.50
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts