Aurora Cannabis Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:77.58% (-20.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8032 | 11.87 | |
| 0.6036 | 18.08 | |
| 0.7761 | 41.19 | |
| 0.0078 | 0.40 |
Estimation Period:
Oct 5, 2016 to Feb 6, 2026
Oct 5, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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