V-Lab: Extendicare Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Extendicare Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:16.92% (-0.05%)

Analysis last updated: Friday, April 19, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7373	7.24
$α$	0.1166	6.20
$β$	0.7745	20.03
$γ_{1}$	-0.2938	-7.80
$γ_{2}$	0.5242	8.82
$γ_{3}$	-0.3777	-7.75
$γ_{4}$	0.1846	3.45
$γ_{5}$	-0.0237	-0.32
$γ_{6}$	-0.0324	-0.36
$γ_{7}$	-0.0000	-0.00
$γ_{8}$	0.0556	0.73
$γ_{9}$	-0.0423	-1.06

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts