V-Lab
V-Lab

Finning International Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:26.60% (-0.28%)

Analysis last updated: Wednesday, April 24, 2024 at 12:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Finning International Inc S0GARCH
paramt-stat
ω0.78387.94
α0.06807.49
β0.874745.05
γ1-0.0288-1.00
γ20.07071.65
γ3-0.1160-4.09
γ40.15465.90
γ5-0.1379-5.59
γ60.08123.34
γ7-0.0219-0.92
γ8-0.0076-0.44
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts