V-Lab
V-Lab

CGI Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:23.04% (-1.63%)

Analysis last updated: Thursday, March 28, 2024 at 10:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CGI Inc S0GARCH
paramt-stat
ω1.11245.68
α0.13477.49
β0.769227.01
γ1-0.0710-1.46
γ20.09831.40
γ3-0.1130-1.75
γ40.18532.84
γ5-0.1291-2.19
γ60.02890.45
γ7-0.0357-0.58
γ80.10461.80
γ9-0.0952-2.40
Estimation Period:
Apr 21, 1992 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts