V-Lab: Celestica Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Celestica Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:40.12% (-1.06%)

Analysis last updated: Friday, April 19, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9625	5.79
$α$	0.1195	5.68
$β$	0.7017	13.67
$γ_{1}$	-0.0326	-0.40
$γ_{2}$	-0.0997	-0.81
$γ_{3}$	0.3166	3.61
$γ_{4}$	-0.3645	-4.07
$γ_{5}$	0.2843	3.07
$γ_{6}$	-0.1218	-1.68
$γ_{7}$	0.0752	1.03
$γ_{8}$	-0.1164	-1.14
$γ_{9}$	0.0696	0.87

Estimation Period:
Jul 1, 1998 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts