V-Lab: Canadian Tire Corp Ltd APARCH Volatility Analysis

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V-Lab

Canadian Tire Corp Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:21.12% (-0.81%)

Analysis last updated: Thursday, April 25, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1044	19.54
$α$	0.1278	33.79
$β$	0.8451	168.31
$γ$	0.2287	13.90
$δ$	1.2117	30.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts