V-Lab
Atco Ltd/Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:18.79% (+2.51%)
Analysis last updated: Friday, April 26, 2024 at 01:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 25.84 | |
| 0.0725 | 19.26 | |
| 0.8690 | 283.16 | |
| 0.0533 | 7.81 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other Atco Ltd/Canada Analyses