V-Lab
V-Lab

Firstservice Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:18.06% (+0.82%)

Analysis last updated: Thursday, March 28, 2024 at 10:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Firstservice Corp S0GARCH
paramt-stat
ω1.56295.02
α0.09543.34
β0.60795.93
γ10.19340.32
γ2-0.0545-0.06
γ30.09410.14
γ40.10040.17
γ5-1.3493-2.51
γ62.10124.44
γ7-2.1803-4.96
γ81.65244.84
Estimation Period:
May 27, 2015 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts