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

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V-Lab

Canadian Utilities Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.31% (+2.18%)

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
$ω$	1.0003	7.52
$α$	0.1329	10.28
$β$	0.8014	45.45
$γ_{1}$	0.0112	3.35
$γ_{2}$	-0.0229	-4.64
$γ_{3}$	0.0224	4.83

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts