V-Lab: CAE Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CAE Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:33.70% (+0.94%)

Analysis last updated: Friday, April 19, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3951	6.46
$α$	0.0946	7.70
$β$	0.8124	33.81
$γ_{1}$	0.0029	0.12
$γ_{2}$	0.0454	1.25
$γ_{3}$	-0.1057	-4.30
$γ_{4}$	0.0743	3.76
$γ_{5}$	-0.0209	-1.19
$γ_{6}$	0.0484	2.38
$γ_{7}$	-0.0768	-4.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts