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Innergex Energie Renouvelable Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, July 23, 2025 at 12:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Innergex Energie Renouvelable Inc S0GARCH
paramt-stat
ω0.68263.84
α0.18986.32
β0.636615.13
γ1-1.2660-4.95
γ21.73265.20
γ3-0.5223-2.96
γ40.16371.10
γ5-0.2995-2.01
γ60.52252.74
γ7-0.5661-2.16
γ80.20070.74
γ90.09050.57
Estimation Period:
Dec 6, 2007 to Jul 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts