V-Lab
Algonquin Power & Utilities Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:30.55% (+1.06%)
Analysis last updated: Tuesday, May 7, 2024 at 01:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9593 | 3.63 | |
| 0.1132 | 6.60 | |
| 0.8183 | 38.37 | |
| -0.1555 | -1.43 | |
| 0.2555 | 1.68 | |
| -0.0671 | -0.75 | |
| 0.0077 | 0.09 | |
| -0.2381 | -2.13 | |
| 0.3949 | 2.69 | |
| -0.3800 | -2.12 | |
| 0.2995 | 1.77 | |
| -0.0602 | -0.49 | |
| -0.1298 | -1.70 |
Estimation Period:
Dec 23, 1997 to May 3, 2024
Dec 23, 1997 to May 3, 2024
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