V-Lab: Emera Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Emera Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:13.47% (-0.94%)

Analysis last updated: Wednesday, May 8, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2459	9.54
$α$	0.0963	27.75
$β$	0.9709	304.35
$ν$	6	8.20

Estimation Period:
Aug 12, 1992 to May 3, 2024