Aurora Cannabis Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:84.79% (-20.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5464 | 12.90 | |
| 0.3794 | 7.61 | |
| 0.5484 | 19.21 | |
| 0.0682 | 1.13 |
Estimation Period:
Oct 5, 2016 to Feb 6, 2026
Oct 5, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Aurora Cannabis Inc Analyses
Other GJR-GARCH Analyses on International Equities