Canadian Utilities Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:20.19% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 24.35 | |
| 0.2401 | 51.19 | |
| 0.9562 | 543.63 | |
| -0.0132 | -3.06 |
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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