Algonquin Power & Utilities Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.99% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0673 | 15.74 | |
| 0.0364 | 7.12 | |
| 0.9051 | 240.53 | |
| 0.0783 | 8.55 |
Estimation Period:
Nov 10, 2009 to Feb 13, 2026
Nov 10, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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