Canadian Utilities Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.37% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 26.67 | |
| 0.1173 | 26.90 | |
| 0.8416 | 262.34 | |
| 0.0122 | 1.67 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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