V-Lab: Algonquin Power & Utilities Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Algonquin Power & Utilities Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:26.05% (-1.05%)

Analysis last updated: Friday, April 26, 2024 at 01:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9591	3.64
$α$	0.1130	6.59
$β$	0.8185	38.46
$γ_{1}$	-0.1565	-1.43
$γ_{2}$	0.2571	1.69
$γ_{3}$	-0.0687	-0.77
$γ_{4}$	0.0114	0.13
$γ_{5}$	-0.2441	-2.16
$γ_{6}$	0.4003	2.70
$γ_{7}$	-0.3823	-2.13
$γ_{8}$	0.2978	1.77
$γ_{9}$	-0.0562	-0.47
$γ_{10}$	-0.1324	-1.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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