V-Lab: Northland Power Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Northland Power Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:26.90% (-0.70%)

Analysis last updated: Saturday, May 4, 2024 at 05:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1776	6.14
$α$	0.1566	7.64
$β$	0.7259	23.65
$γ_{1}$	-0.0610	-1.51
$γ_{2}$	0.1877	3.07
$γ_{3}$	-0.2612	-4.65
$γ_{4}$	0.2165	3.41
$γ_{5}$	-0.1266	-2.40
$γ_{6}$	0.1054	2.52
$γ_{7}$	-0.0990	-3.06

Estimation Period:
Apr 15, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts