V-Lab: Linamar Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Linamar Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:31.01% (-0.63%)

Analysis last updated: Thursday, April 18, 2024 at 12:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1786	10.72
$α$	0.1623	6.32
$β$	0.5485	9.60
$γ_{1}$	-0.0077	-0.44
$γ_{2}$	0.0662	2.44
$γ_{3}$	-0.1387	-5.56
$γ_{4}$	0.1755	6.28
$γ_{5}$	-0.1905	-6.86
$γ_{6}$	0.1546	5.69
$γ_{7}$	-0.0816	-3.42
$γ_{8}$	0.0278	1.55

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts