V-Lab
V-Lab

Extendicare Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:20.99% (-1.15%)

Analysis last updated: Thursday, March 28, 2024 at 10:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Extendicare Inc S0GARCH
paramt-stat
ω0.73407.18
α0.11676.20
β0.774720.07
γ1-0.2956-7.76
γ20.52618.75
γ3-0.3767-7.64
γ40.18153.34
γ5-0.0205-0.27
γ6-0.0342-0.37
γ7-0.0001-0.00
γ80.05650.74
γ9-0.0428-1.08
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts