V-Lab: Cameco Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Cameco Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:44.64% (-1.70%)

Analysis last updated: Thursday, April 18, 2024 at 12:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.7658	5.93
$α$	0.0430	56.11
$β$	0.9956	1255.49
$ν$	5	20.85

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