V-Lab: Atlantic Power Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Atlantic Power Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 18th, 2021:21.34% (+1.27%)

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
$ω$	1.6815	4.46
$α$	0.1280	5.66
$β$	0.8161	16.11
$γ_{1}$	0.7004	6.19
$γ_{2}$	-1.1349	-6.65
$γ_{3}$	0.6195	4.84
$γ_{4}$	-0.2123	-2.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts