V-Lab: Aimia Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Aimia Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:38.10% (+1.68%)

Analysis last updated: Thursday, April 18, 2024 at 01:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8566	7.10
$α$	0.0970	5.16
$β$	0.8106	20.14
$γ_{1}$	0.4315	2.42
$γ_{2}$	-0.8919	-2.96
$γ_{3}$	0.7172	3.44
$γ_{4}$	-0.1951	-1.20
$γ_{5}$	-0.0466	-0.26
$γ_{6}$	-0.2691	-1.25
$γ_{7}$	0.4591	2.06
$γ_{8}$	-0.2601	-1.84

Estimation Period:
Jun 23, 2005 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts