V-Lab
V-Lab

Alimentation Couche-Tard Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 8th, 2021:27.80% (-2.04%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alimentation Couche-Tard Inc SGARCH
paramt-stat
ω1.88534.36
α0.14335.92
β0.606010.99
γ10.10961.20
γ2-0.0742-0.51
γ3-0.1472-1.30
γ40.24593.12
γ5-0.2515-4.06
γ60.20313.09
γ7-0.1475-2.54
γ80.11652.09
γ9-0.0828-1.07
Estimation Period:
Jun 23, 1995 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts