V-Lab
V-Lab

Innergex Renewable Energy Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:29.31% (-1.99%)

Analysis last updated: Saturday, May 4, 2024 at 05:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Innergex Renewable Energy Inc S0GARCH
paramt-stat
ω0.87765.09
α0.16575.42
β0.638911.32
γ1-0.7150-4.20
γ21.04844.38
γ3-0.3360-2.70
γ4-0.0964-0.86
γ50.30502.59
γ6-0.3597-2.63
γ70.17021.44
Estimation Period:
Dec 6, 2007 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts