V-Lab: Atlantic Power Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Atlantic Power Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 18th, 2021:21.91% (+3.26%)

Analysis last updated: Wednesday, June 9, 2021 at 03:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0991	8.43
$α$	0.1508	20.80
$β$	0.8492	89.07
$γ$	0.3707	9.47
$δ$	1.0108	15.69

Estimation Period:
Oct 9, 2008 to May 14, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts