V-Lab: WEC Energy Group Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

WEC Energy Group Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.76% (+1.55%)

Analysis last updated: Wednesday, May 8, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7197	7197260.00
$β$	0.0303	302740.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.8458	18.47
$λ_{2}$	0.3193	109.32
$λ_{3}$	0.0370	3.92

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts