V-Lab: Northland Power Inc AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Northland Power Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.11% (-2.74%)

Analysis last updated: Tuesday, April 30, 2024 at 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1170	19.48
$α$	0.1451	34.00
$β$	0.7959	144.53
$γ$	0.4578	10.30

Estimation Period:
Apr 15, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts