V-Lab
Emera Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:10.47% (-0.40%)
Analysis last updated: Thursday, April 18, 2024 at 12:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9487 | 10.38 | |
| 0.1109 | 8.24 | |
| 0.8502 | 53.62 | |
| -0.0038 | -2.67 | |
| 0.0054 | 2.92 |
Estimation Period:
Aug 12, 1992 to Apr 12, 2024
Aug 12, 1992 to Apr 12, 2024