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

V-Lab

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V-Lab

Bell Aliant Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2014:22.46% (-0.70%)

Analysis last updated: Friday, April 29, 2016 at 06:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7995	4.27
$α$	0.1626	7.25
$β$	0.7041	19.38
$γ_{1}$	-0.6143	-2.21
$γ_{2}$	0.6650	1.60
$γ_{3}$	0.1794	0.58
$γ_{4}$	-0.5298	-1.50
$γ_{5}$	0.4378	1.57
$γ_{6}$	-0.1623	-0.94
$γ_{7}$	0.0926	0.46
$γ_{8}$	0.2942	0.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts