Pattern Energy Group LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9522 | 5.44 | |
| 0.1621 | 4.22 | |
| 0.7721 | 16.03 | |
| 0.4871 | 0.79 | |
| -0.7796 | -0.81 | |
| -0.6778 | -0.87 | |
| 2.9387 | 3.28 | |
| -4.2158 | -4.71 | |
| 3.4061 | 5.78 |
Estimation Period:
Sep 27, 2013 to Mar 13, 2020
Sep 27, 2013 to Mar 13, 2020
News Impact Curve
Volatility Forecasts
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