V-Lab: Innergex Renewable Energy Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Innergex Renewable Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:30.74% (+4.83%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8752	5.09
$α$	0.1663	5.42
$β$	0.6377	11.27
$γ_{1}$	-0.7190	-4.21
$γ_{2}$	1.0534	4.39
$γ_{3}$	-0.3361	-2.70
$γ_{4}$	-0.0983	-0.88
$γ_{5}$	0.3064	2.57
$γ_{6}$	-0.3576	-2.56
$γ_{7}$	0.1660	1.38

Estimation Period:
Dec 6, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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