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

V-Lab

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V-Lab

Via Renewables Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:2.97% (+0.28%)

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
$ω$	0.6937	4.56
$α$	0.1790	5.05
$β$	0.6095	7.74
$γ_{1}$	0.4748	0.57
$γ_{2}$	-1.2383	-0.91
$γ_{3}$	1.3864	1.33
$γ_{4}$	-1.7981	-1.90
$γ_{5}$	2.7712	2.97
$γ_{6}$	-3.0393	-4.15
$γ_{7}$	2.2089	3.42
$γ_{8}$	1.0252	1.37
$γ_{9}$	-10.0588	-9.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts