V-Lab: Gildan Activewear Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Gildan Activewear Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:26.89% (-0.53%)

Analysis last updated: Tuesday, April 16, 2024 at 12:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2532	7.12
$α$	0.1544	4.52
$β$	0.5651	6.70
$γ_{1}$	-0.1839	-2.74
$γ_{2}$	0.2117	2.15
$γ_{3}$	0.1671	2.08
$γ_{4}$	-0.4145	-3.92
$γ_{5}$	0.2676	2.24
$γ_{6}$	-0.0324	-0.33
$γ_{7}$	0.0880	1.05
$γ_{8}$	-0.2267	-1.99
$γ_{9}$	0.1601	1.63

Estimation Period:
Jun 18, 1998 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts