Fortis Inc/Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.29% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 21.37 | |
| 0.0815 | 20.51 | |
| 0.8859 | 325.21 | |
| 0.0231 | 2.72 |
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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