V-Lab: Capital Power Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Capital Power Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:14.30% (-0.58%)

Analysis last updated: Thursday, April 18, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8829	8.07
$α$	0.1303	5.48
$β$	0.8185	27.67
$γ_{1}$	-0.0027	-0.60

Estimation Period:
Jun 26, 2009 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts