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

V-Lab

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V-Lab

Capital Power Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:15.53% (+2.04%)

Analysis last updated: Wednesday, May 1, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9148	8.48
$α$	0.1313	5.54
$β$	0.8173	27.41
$γ_{1}$	-0.0008	-0.90

Estimation Period:
Jun 26, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts