Hydro One Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.28% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0042 | -2.07 | |
| 0.2442 | 25.24 | |
| 0.9417 | 218.29 | |
| -0.0396 | -5.18 |
Estimation Period:
Nov 5, 2015 to Feb 6, 2026
Nov 5, 2015 to Feb 6, 2026
News Impact Curve
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