V-Lab: Canfor Corp AGARCH Volatility Analysis

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V-Lab

Canfor Corp AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:36.63% (-0.81%)

Analysis last updated: Tuesday, April 23, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1075	9.09
$α$	0.0581	33.42
$β$	0.9162	283.22
$γ$	0.8093	10.38

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts