V-Lab: Cameco Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cameco Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:30.93% (-0.93%)

Analysis last updated: Friday, April 26, 2024 at 02:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5596	6.03
$α$	0.0624	6.86
$β$	0.8724	46.55
$γ_{1}$	-0.0265	-0.48
$γ_{2}$	0.0793	1.00
$γ_{3}$	-0.1374	-3.06
$γ_{4}$	0.1662	4.74
$γ_{5}$	-0.1667	-5.08
$γ_{6}$	0.1379	3.73
$γ_{7}$	-0.0614	-1.45
$γ_{8}$	0.0428	0.84
$γ_{9}$	-0.1609	-1.88

Estimation Period:
Jul 17, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts