Fortis Inc/Canada GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.20% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 21.38 | |
| 0.0811 | 20.44 | |
| 0.8863 | 326.68 | |
| 0.0231 | 2.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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