V-Lab
Algonquin Power & Utilities Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:32.61% (+3.71%)
Analysis last updated: Friday, May 3, 2024 at 01:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2740 | 5.09 | |
| 0.0944 | 5.60 | |
| 0.8624 | 46.81 | |
| 0.0360 | 4.61 | |
| -0.0630 | -5.83 | |
| 0.0651 | 6.48 |
Estimation Period:
Dec 23, 1997 to Apr 19, 2024
Dec 23, 1997 to Apr 19, 2024
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