TerraForm Power Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8118 | 5.70 | |
| 0.1365 | 3.12 | |
| 0.7005 | 9.99 | |
| -2.8948 | -0.49 | |
| 6.5736 | 0.71 | |
| -8.8630 | -1.84 | |
| 7.0785 | 2.18 | |
| -0.4897 | -0.18 | |
| -2.2390 | -1.01 | |
| 0.1314 | 0.05 | |
| 4.4095 | 1.59 | |
| -8.6746 | -2.31 |
Estimation Period:
Jul 18, 2014 to Jul 24, 2020
Jul 18, 2014 to Jul 24, 2020
News Impact Curve
Volatility Forecasts
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