V-Lab: Innergex Renewable Energy Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Innergex Renewable Energy Inc EGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:31.50% (+2.00%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0284	5.80
$α$	0.1387	20.39
$β$	0.9859	421.31
$γ$	-0.0190	-3.15

Estimation Period:
Dec 6, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts