V-Lab: Emera Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Emera Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:9.97% (-0.38%)

Analysis last updated: Tuesday, April 23, 2024 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9488	10.37
$α$	0.1109	8.24
$β$	0.8503	53.65
$γ_{1}$	-0.0038	-2.68
$γ_{2}$	0.0054	2.94

Estimation Period:
Aug 12, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts