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 Wednesday, April 24th, 2024:42.64% (-2.57%)

Analysis last updated: Wednesday, April 24, 2024 at 12:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8478	7.04
$α$	0.0965	5.15
$β$	0.8115	20.22
$γ_{1}$	0.4262	2.38
$γ_{2}$	-0.8851	-2.93
$γ_{3}$	0.7149	3.42
$γ_{4}$	-0.1937	-1.19
$γ_{5}$	-0.0476	-0.26
$γ_{6}$	-0.2688	-1.25
$γ_{7}$	0.4606	2.08
$γ_{8}$	-0.2620	-1.87

Estimation Period:
Jun 23, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts