V-Lab
Fortis Inc/Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:14.03% (+0.34%)
Analysis last updated: Friday, April 19, 2024 at 02:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 20.96 | |
| 0.0850 | 20.29 | |
| 0.8853 | 322.29 | |
| 0.0192 | 2.19 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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