V-Lab
Atlantic Power Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 18th, 2021:20.09% (+2.66%)
Analysis last updated: Wednesday, June 9, 2021 at 03:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1458 | 9.54 | |
| 0.0879 | 11.02 | |
| 0.8384 | 112.24 | |
| 0.1473 | 8.93 |
Estimation Period:
Oct 9, 2008 to May 14, 2021
Oct 9, 2008 to May 14, 2021
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