Via Renewables Inc Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 14th, 2024):
1 Day
14.33%
1 Week
14.19%
1 Month
13.73%
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 | |
|---|---|---|
| 0.9336 | 2.74 | |
| 0.1263 | 5.85 | |
| 0.8441 | 29.62 | |
| 1.4186 | 0.76 | |
| -2.8954 | -0.95 | |
| 2.6322 | 1.19 | |
| -2.6783 | -1.32 | |
| 2.4137 | 1.38 | |
| -0.2408 | -0.17 | |
| -2.6759 | -1.89 | |
| 5.3855 | 3.20 | |
| -7.2341 | -3.72 | |
| 5.7795 | 4.38 |
Estimation Period:
Jul 29, 2014 to Jun 7, 2024
Jul 29, 2014 to Jun 7, 2024
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