V-Lab: Canfor Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Canfor Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:37.71% (-0.28%)

Analysis last updated: Thursday, April 25, 2024 at 01:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0124	11.67
$α$	0.0139	5.18
$β$	0.9828	528.96
$γ$	0.6105	9.75
$δ$	1.6696	16.67

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

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Volatility Forecasts

Volatility Forecasts