V-Lab: Cameco Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cameco Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:38.75% (-1.64%)

Analysis last updated: Saturday, May 4, 2024 at 06:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5612	6.04
$α$	0.0610	6.79
$β$	0.8758	47.46
$γ_{1}$	-0.0255	-0.47
$γ_{2}$	0.0775	0.97
$γ_{3}$	-0.1360	-3.02
$γ_{4}$	0.1650	4.69
$γ_{5}$	-0.1660	-5.04
$γ_{6}$	0.1377	3.70
$γ_{7}$	-0.0604	-1.42
$γ_{8}$	0.0381	0.75
$γ_{9}$	-0.1441	-1.64

Estimation Period:
Jul 17, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts