V-Lab: Atco Ltd/Canada Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Atco Ltd/Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:15.80% (-0.79%)

Analysis last updated: Tuesday, April 23, 2024 at 02:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3155	9.40
$α$	0.1149	9.80
$β$	0.8302	54.37
$γ_{1}$	0.0129	4.19
$γ_{2}$	-0.0211	-4.84
$γ_{3}$	0.0119	5.68

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

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Impact of return on volatility tomorrow

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