V-Lab: Canadian Utilities Ltd GJR-GARCH Volatility Analysis

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V-Lab

Canadian Utilities Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.01% (+1.90%)

Analysis last updated: Tuesday, May 7, 2024 at 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0582	26.07
$α$	0.1193	26.43
$β$	0.8396	254.05
$γ$	0.0124	1.62

Estimation Period:
Jan 1, 1990 to May 3, 2024

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