Hydro One Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.17% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 16.73 | |
| 0.1039 | 9.51 | |
| 0.7751 | 80.57 | |
| 0.0762 | 4.11 |
Estimation Period:
Nov 5, 2015 to Feb 6, 2026
Nov 5, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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