V-Lab: Cameco Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cameco Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:46.11% (-0.27%)

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
$ω$	0.6309	6.65
$α$	0.0575	7.81
$β$	0.9070	73.56
$γ_{1}$	0.0058	0.84
$γ_{2}$	-0.0176	-1.85
$γ_{3}$	0.0218	3.88
$γ_{4}$	-0.0153	-3.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts