Via Renewables Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 14th, 2024):
1 Day
19.58%
1 Week
20.44%
1 Month
23.59%
Analysis last updated: Thursday, June 13, 2024 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0687 | 10.43 | |
| 0.0383 | 12.09 | |
| 0.9174 | 329.63 | |
| 0.0886 | 10.39 |
Estimation Period:
Jul 29, 2014 to Jun 7, 2024
Jul 29, 2014 to Jun 7, 2024
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