V-Lab: Via Renewables Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Via Renewables Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:4.17% (-0.08%)

Analysis last updated: Thursday, May 16, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0037	2.53
$α$	0.1296	6.41
$β$	0.8493	33.85
$γ_{1}$	1.5019	0.74
$γ_{2}$	-3.0631	-0.92
$γ_{3}$	2.7469	1.15
$γ_{4}$	-2.7028	-1.26
$γ_{5}$	2.2962	1.29
$γ_{6}$	0.0697	0.05
$γ_{7}$	-3.0256	-2.04
$γ_{8}$	5.5257	2.96
$γ_{9}$	-7.4720	-3.46
$γ_{10}$	6.3249	4.93

Estimation Period:
Jul 29, 2014 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts