V-Lab: Algonquin Power & Utilities Corp GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Algonquin Power & Utilities Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:29.07% (-1.96%)

Analysis last updated: Thursday, April 25, 2024 at 01:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5787	4.94
$α$	0.0879	38.50
$β$	0.9864	361.58
$ν$	4	13.84

Estimation Period:
Dec 23, 1997 to Apr 19, 2024

Other Algonquin Power & Utilities Corp Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
MF2-GARCH