V-Lab
Fortis Inc/Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:12.44% (-0.49%)
Analysis last updated: Friday, May 3, 2024 at 01:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 20.98 | |
| 0.0850 | 20.29 | |
| 0.8854 | 322.42 | |
| 0.0192 | 2.18 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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