V-Lab: Alimentation Couche-Tard Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alimentation Couche-Tard Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 8th, 2021:28.00% (-2.03%)

Analysis last updated: Tuesday, July 19, 2022 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8591	4.26
$α$	0.1437	5.95
$β$	0.6061	11.03
$γ_{1}$	0.1033	1.11
$γ_{2}$	-0.0677	-0.46
$γ_{3}$	-0.1440	-1.27
$γ_{4}$	0.2370	2.99
$γ_{5}$	-0.2401	-3.88
$γ_{6}$	0.1919	2.93
$γ_{7}$	-0.1372	-2.40
$γ_{8}$	0.1059	2.15
$γ_{9}$	-0.0658	-1.68

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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