V-Lab
V-Lab

Fortis Inc/Canada Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:12.67% (+0.46%)

Analysis last updated: Thursday, March 28, 2024 at 10:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Fortis Inc/Canada S0GARCH
paramt-stat
ω0.88776.60
α0.09959.39
β0.860441.88
γ1-0.0088-0.24
γ20.03940.67
γ3-0.0689-1.51
γ40.08062.06
γ5-0.1127-3.14
γ60.12293.30
γ7-0.0576-1.71
γ80.00070.03
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts