V-Lab
V-Lab

Dollarama Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:21.55% (+0.32%)

Analysis last updated: Thursday, March 28, 2024 at 10:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dollarama Inc S0GARCH
paramt-stat
ω1.79745.16
α0.19824.82
β0.46706.51
γ10.84294.70
γ2-1.1486-4.25
γ30.46212.05
γ4-0.2063-0.85
γ50.13560.49
γ6-0.3132-1.04
γ70.35411.50
γ8-0.1219-0.91
Estimation Period:
Oct 12, 2009 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts