V-Lab: Innergex Renewable Energy Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Innergex Renewable Energy Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:38.72% (-2.27%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7146	4.34
$α$	0.1682	5.32
$β$	0.6196	10.43
$γ_{1}$	-1.1059	-5.07
$γ_{2}$	1.5460	5.33
$γ_{3}$	-0.4765	-3.27
$γ_{4}$	0.0572	0.45
$γ_{5}$	-0.0804	-0.55
$γ_{6}$	0.3001	1.77
$γ_{7}$	-0.5555	-3.87
$γ_{8}$	0.6902	3.11

Estimation Period:
Dec 6, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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