V-Lab: Cameco Corp APARCH Volatility Analysis

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V-Lab

Cameco Corp APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:40.71% (-1.37%)

Analysis last updated: Friday, April 19, 2024 at 02:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0416	14.88
$α$	0.0607	28.78
$β$	0.9392	447.45
$γ$	0.0755	3.62
$δ$	1.2130	23.08

Estimation Period:
Jul 17, 1991 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts