V-Lab
V-Lab

Intertape Polymer Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 4th, 2022:30.42% (-0.24%)

Analysis last updated: Tuesday, July 19, 2022 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Intertape Polymer Group Inc S0GARCH
paramt-stat
ω0.71886.79
α0.22045.10
β0.54938.31
γ10.04160.66
γ20.01980.20
γ3-0.1307-1.45
γ40.02460.26
γ50.19081.59
γ6-0.3544-2.67
γ70.34003.33
γ8-0.2131-2.73
γ90.18902.54
γ10-0.1578-3.01
Estimation Period:
Jan 6, 1993 to Jun 30, 2022
Impact of return on volatility tomorrow
Volatility Forecasts