Integrys Energy Group Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 30th, 2015):
1 Day
16.02%
1 Week
16.27%
1 Month
17.22%
Analysis last updated: Monday, March 1, 2021 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 5.83 | |
| 0.1688 | 20.02 | |
| 0.9816 | 798.69 | |
| -0.0414 | -3.53 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Jan 2, 1990 to Jun 26, 2015
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