V-Lab: Alimentation Couche-Tard Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Alimentation Couche-Tard Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, December 8th, 2021:31.33% (-1.04%)

Analysis last updated: Tuesday, July 19, 2022 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4194	8.48
$α$	0.0692	10.12
$β$	0.8279	85.26
$γ$	0.1397	8.23
$δ$	2.5677	20.20

Estimation Period:
Jun 23, 1995 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts