Hydro One Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.30% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8220 | 7.29 | |
| 0.1415 | 5.30 | |
| 0.7716 | 20.44 | |
| -0.0026 | -1.05 |
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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