V-Lab: Bell Aliant Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bell Aliant Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2014:15.63% (-0.98%)

Analysis last updated: Friday, January 29, 2016 at 02:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8070	5.43
$α$	0.1599	6.40
$β$	0.6938	17.82
$γ_{1}$	-0.4965	-3.80
$γ_{2}$	0.8068	3.31
$γ_{3}$	-0.5234	-2.20
$γ_{4}$	0.2129	1.18
$γ_{5}$	0.1750	1.16
$γ_{6}$	-0.2611	-1.77

Estimation Period:
Jun 1, 1999 to Oct 31, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts