V-Lab
Canadian Utilities Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:16.99% (-1.03%)
Analysis last updated: Tuesday, April 16, 2024 at 12:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 26.01 | |
| 0.1255 | 44.08 | |
| 0.8403 | 254.63 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other Canadian Utilities Ltd Analyses