Just Energy Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8443 | 6.52 | |
| 0.1926 | 5.23 | |
| 0.4190 | 4.78 | |
| 0.6447 | 3.05 | |
| -0.4788 | -1.49 | |
| -0.4611 | -1.67 | |
| 0.4111 | 1.40 | |
| -0.2980 | -1.12 | |
| 0.8598 | 3.00 | |
| -1.2670 | -3.35 | |
| 0.6533 | 1.86 |
Estimation Period:
Jan 5, 2009 to Jul 8, 2022
Jan 5, 2009 to Jul 8, 2022
News Impact Curve
Volatility Forecasts
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