Canadian Utilities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.74% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 26.72 | |
| 0.1176 | 26.95 | |
| 0.8412 | 261.98 | |
| 0.0122 | 1.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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