V-Lab: Loblaw Cos Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Loblaw Cos Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:17.42% (-0.51%)

Analysis last updated: Wednesday, April 24, 2024 at 12:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9029	9.26
$α$	0.0770	6.47
$β$	0.8043	29.14
$γ_{1}$	0.0017	0.07
$γ_{2}$	0.0004	0.01
$γ_{3}$	-0.0398	-1.81
$γ_{4}$	0.0952	4.73
$γ_{5}$	-0.0973	-3.12
$γ_{6}$	0.0321	0.68
$γ_{7}$	0.0434	0.97
$γ_{8}$	-0.0524	-2.14

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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