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

V-Lab

| |

V-Lab

Celestica Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:44.86% (-2.21%)

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
$ω$	0.9587	5.77
$α$	0.1199	5.69
$β$	0.7014	13.68
$γ_{1}$	-0.0351	-0.43
$γ_{2}$	-0.0952	-0.77
$γ_{3}$	0.3132	3.56
$γ_{4}$	-0.3628	-4.06
$γ_{5}$	0.2853	3.08
$γ_{6}$	-0.1242	-1.70
$γ_{7}$	0.0771	1.08
$γ_{8}$	-0.1167	-1.17
$γ_{9}$	0.0689	0.87

Estimation Period:
Jul 1, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts