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Algonquin Power & Utilities Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.90% (-0.82%)
Analysis last updated: Friday, February 20, 2026 at 01:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Algonquin Power & Utilities Corp SGARCH
paramt-stat
ω0.98583.90
α0.11816.79
β0.801234.64
γ1-0.0828-1.08
γ20.15681.37
γ3-0.0009-0.01
γ4-0.2261-2.94
γ50.25913.18
γ6-0.2111-2.05
γ70.19891.88
γ8-0.0471-0.50
γ9-0.1877-1.40
Estimation Period:
Dec 23, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts