V-Lab: Firstservice Corp AGARCH Volatility Analysis

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V-Lab

Firstservice Corp AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:20.54% (-0.17%)

Analysis last updated: Thursday, April 25, 2024 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2018	16.43
$α$	0.0922	18.11
$β$	0.8305	139.49
$γ$	0.2255	3.57

Estimation Period:
May 27, 2015 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts