V-Lab: Bombardier Inc AGARCH Volatility Analysis

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V-Lab

Bombardier Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:38.95% (-0.93%)

Analysis last updated: Thursday, April 18, 2024 at 01:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0292	4.90
$α$	0.0553	26.71
$β$	0.9401	455.26
$γ$	0.8924	14.25

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts