V-Lab: Canadian Tire Corp Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Canadian Tire Corp Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:21.47% (-1.96%)

Analysis last updated: Thursday, April 18, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1219	25.85
$α$	0.2363	69.10
$β$	0.7233	170.60
$γ$	0.0917	17.77
$δ$	1.4464	32.91

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts