V-Lab: Northland Power Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Northland Power Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:25.63% (-1.74%)

Analysis last updated: Thursday, April 25, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1646	6.06
$α$	0.1569	7.63
$β$	0.7249	23.50
$γ_{1}$	-0.0641	-1.56
$γ_{2}$	0.1921	3.11
$γ_{3}$	-0.2629	-4.63
$γ_{4}$	0.2163	3.39
$γ_{5}$	-0.1256	-2.38
$γ_{6}$	0.1041	2.49
$γ_{7}$	-0.0977	-3.01

Estimation Period:
Apr 15, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts