V-Lab: Emera Inc Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Emera Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:13.87% (+0.48%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9036	9.99
$α$	0.1127	8.29
$β$	0.8459	52.04
$γ_{1}$	-0.0055	-3.07
$γ_{2}$	0.0099	2.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts