V-Lab
Algonquin Power & Utilities Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:32.85% (-0.64%)
Analysis last updated: Friday, April 19, 2024 at 02:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9122 | 3.53 | |
| 0.1172 | 6.27 | |
| 0.8074 | 34.82 | |
| -0.1936 | -1.75 | |
| 0.3172 | 2.09 | |
| -0.1123 | -1.29 | |
| 0.0536 | 0.63 | |
| -0.2872 | -2.59 | |
| 0.4410 | 3.06 | |
| -0.4198 | -2.44 | |
| 0.3478 | 2.15 | |
| -0.1540 | -1.24 | |
| 0.0971 | 0.68 |
Estimation Period:
Dec 23, 1997 to Apr 12, 2024
Dec 23, 1997 to Apr 12, 2024
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