V-Lab: Cameco Corp AGARCH Volatility Analysis

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V-Lab

Cameco Corp AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:43.09% (-0.90%)

Analysis last updated: Tuesday, April 16, 2024 at 12:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0540	14.15
$α$	0.0455	32.98
$β$	0.9455	568.19
$γ$	0.1750	2.65

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

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Volatility Forecasts

Volatility Forecasts