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 Thursday, April 25th, 2024:27.42% (-1.66%)

Analysis last updated: Thursday, April 25, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2650	7.22
$α$	0.1538	4.50
$β$	0.5615	6.59
$γ_{1}$	-0.1807	-2.72
$γ_{2}$	0.2087	2.14
$γ_{3}$	0.1660	2.09
$γ_{4}$	-0.4140	-3.94
$γ_{5}$	0.2692	2.25
$γ_{6}$	-0.0337	-0.35
$γ_{7}$	0.0877	1.05
$γ_{8}$	-0.2274	-2.04
$γ_{9}$	0.1623	1.67

Estimation Period:
Jun 18, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts