V-Lab: Camus Engineering & Construction Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Camus Engineering & Construction Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:44.62% (-2.28%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8012	4.77
$α$	0.1419	9.77
$β$	0.8185	51.91
$γ_{1}$	-0.0017	-0.02
$γ_{2}$	0.0705	0.64
$γ_{3}$	-0.1952	-2.54
$γ_{4}$	0.1517	1.85
$γ_{5}$	-0.0064	-0.07
$γ_{6}$	0.0453	0.51
$γ_{7}$	-0.2146	-2.41
$γ_{8}$	0.3387	4.06
$γ_{9}$	-0.3130	-3.54
$γ_{10}$	0.1570	2.59

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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