V-Lab: Via Renewables Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Via Renewables Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:8.92% (-0.08%)

Analysis last updated: Wednesday, May 1, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2982	3.04
$α$	0.1120	7.49
$β$	0.8830	54.06
$γ_{1}$	-0.1595	-3.14
$γ_{2}$	0.2263	3.52

Estimation Period:
Jul 29, 2014 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts