Pattern Energy Group LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0415 | 4.21 | |
| 0.1854 | 4.30 | |
| 0.7671 | 12.81 | |
| 0.4642 | 0.67 | |
| -0.8074 | -0.76 | |
| -0.4644 | -0.53 | |
| 2.3855 | 2.41 | |
| -2.8506 | -2.56 | |
| -1.1602 | -0.67 |
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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