V-Lab
V-Lab

Linamar Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:32.37% (+2.28%)

Analysis last updated: Thursday, March 28, 2024 at 10:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Linamar Corp S0GARCH
paramt-stat
ω1.161710.56
α0.16306.35
β0.54909.66
γ1-0.0106-0.60
γ20.07082.58
γ3-0.1421-5.63
γ40.17856.32
γ5-0.1923-6.86
γ60.15455.67
γ7-0.0798-3.33
γ80.02581.42
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts