V-Lab: CAE Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CAE Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:23.48% (-0.43%)

Analysis last updated: Thursday, April 18, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3753	6.65
$α$	0.0960	7.69
$β$	0.7995	30.35
$γ_{1}$	-0.0000	-0.00
$γ_{2}$	0.0510	1.45
$γ_{3}$	-0.1121	-4.74
$γ_{4}$	0.0845	4.47
$γ_{5}$	-0.0411	-2.44
$γ_{6}$	0.0908	4.10
$γ_{7}$	-0.1794	-4.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts