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V-Lab

Innergex Renewable Energy Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:41.54% (+3.48%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Innergex Renewable Energy Inc SGARCH
paramt-stat
ω0.71104.34
α0.16835.30
β0.616710.24
γ1-1.1136-5.11
γ21.55655.38
γ3-0.4818-3.31
γ40.06550.52
γ5-0.0971-0.69
γ60.32621.99
γ7-0.5893-4.15
γ80.75623.29
Estimation Period:
Dec 6, 2007 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts