V-Lab
V-Lab

Cameco Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:33.67% (-1.05%)

Analysis last updated: Thursday, March 28, 2024 at 10:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cameco Corp SGARCH
paramt-stat
ω0.52625.51
α0.06366.79
β0.864943.07
γ1-0.0717-1.01
γ20.16621.63
γ3-0.2067-3.68
γ40.18214.33
γ5-0.0930-2.44
γ6-0.0226-0.57
γ70.11602.52
γ8-0.1068-1.89
γ90.09751.44
γ10-0.2492-2.30
Estimation Period:
Jul 17, 1991 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts