V-Lab: Intertape Polymer Group Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

Intertape Polymer Group Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, July 4th, 2022:24.94% (-0.31%)

Analysis last updated: Tuesday, July 19, 2022 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3062	10.28
$α$	0.1311	23.35
$β$	0.8400	134.98
$γ$	0.5240	4.48

Estimation Period:
Jan 6, 1993 to Jun 30, 2022

News Impact Curve

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Volatility Forecasts

Volatility Forecasts