V-Lab: Canfor Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Canfor Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:35.62% (-0.67%)

Analysis last updated: Friday, April 26, 2024 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6459	6.94
$α$	0.0701	6.81
$β$	0.8598	34.33
$γ_{1}$	0.0120	0.44
$γ_{2}$	-0.0021	-0.06
$γ_{3}$	-0.0762	-3.37
$γ_{4}$	0.1470	6.44
$γ_{5}$	-0.1494	-5.84
$γ_{6}$	0.1198	4.22
$γ_{7}$	-0.0691	-2.43
$γ_{8}$	0.0160	0.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts