V-Lab: Firstservice Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Firstservice Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:15.16% (-0.62%)

Analysis last updated: Wednesday, April 24, 2024 at 12:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5678	5.03
$α$	0.0938	3.30
$β$	0.6224	6.30
$γ_{1}$	0.2056	0.35
$γ_{2}$	-0.0840	-0.09
$γ_{3}$	0.1488	0.22
$γ_{4}$	-0.0279	-0.05
$γ_{5}$	-1.1483	-2.20
$γ_{6}$	1.9018	4.25
$γ_{7}$	-2.0483	-4.98
$γ_{8}$	1.6151	4.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts