Fortis Inc/Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.68% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 21.39 | |
| 0.0810 | 20.50 | |
| 0.8862 | 326.29 | |
| 0.0234 | 2.77 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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