V-Lab: Fortis Inc/Canada Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fortis Inc/Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:13.89% (-0.53%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8620	6.85
$α$	0.1013	8.61
$β$	0.8488	38.15
$γ_{1}$	-0.0171	-0.31
$γ_{2}$	0.0518	0.60
$γ_{3}$	-0.0490	-0.79
$γ_{4}$	-0.0094	-0.16
$γ_{5}$	0.0918	1.61
$γ_{6}$	-0.2011	-3.52
$γ_{7}$	0.2573	4.04
$γ_{8}$	-0.2070	-2.82
$γ_{9}$	0.1548	2.34
$γ_{10}$	-0.1037	-2.56

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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