V-Lab: Dorel Industries Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dorel Industries Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:60.96% (-2.73%)

Analysis last updated: Wednesday, April 24, 2024 at 12:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8275	5.49
$α$	0.1920	8.46
$β$	0.6195	15.25
$γ_{1}$	0.0186	0.31
$γ_{2}$	0.0435	0.48
$γ_{3}$	-0.1852	-2.49
$γ_{4}$	0.2253	3.05
$γ_{5}$	-0.1714	-3.11
$γ_{6}$	0.1006	2.48
$γ_{7}$	0.0060	0.13
$γ_{8}$	-0.0580	-1.09
$γ_{9}$	0.0042	0.11

Estimation Period:
Oct 2, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts