V-Lab: Cardno Ltd Spline-GARCH Volatility Analysis

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V-Lab

Cardno Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:85.51% (-18.40%)

Analysis last updated: Saturday, April 20, 2024 at 08:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9812	7.93
$α$	0.2543	4.04
$β$	0.4280	3.99
$γ_{1}$	0.2334	2.32
$γ_{2}$	-0.3433	-2.25
$γ_{3}$	0.0956	0.96
$γ_{4}$	0.2799	2.19
$γ_{5}$	-0.6664	-3.98
$γ_{6}$	0.7499	4.75
$γ_{7}$	-0.5569	-3.81
$γ_{8}$	0.3222	1.28

Estimation Period:
May 20, 2004 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts