V-Lab: Atlantic Power Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Atlantic Power Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 18th, 2021:18.14% (+3.01%)

Analysis last updated: Wednesday, June 9, 2021 at 03:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	77.9164	7.16
$α$	0.1266	77.95
$β$	0.9990	7135.71
$ν$	4	44.90

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