V-Lab: Canadian Tire Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Canadian Tire Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:21.22% (-0.94%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6345	7.21
$α$	0.1559	7.72
$β$	0.7103	20.43
$γ_{1}$	-0.0362	-1.29
$γ_{2}$	0.0458	1.16
$γ_{3}$	-0.0557	-2.16
$γ_{4}$	0.1009	4.03
$γ_{5}$	-0.1043	-3.89
$γ_{6}$	0.0872	2.89
$γ_{7}$	-0.0452	-1.45
$γ_{8}$	0.0041	0.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts