V-Lab
V-Lab
Cargojet Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2019:78.36% (+0.54%)

Analysis last updated: Monday, March 1, 2021 at 06:28 PM UTC

Date Range:

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graph of Cargojet Inc GARCH
paramt-stat
ω3.94954.16
α0.02792.02
β0.824823.58
Estimation Period:
Apr 8, 2011 to Apr 18, 2019
Impact of return on volatility tomorrow
Volatility Forecasts