V-Lab: Maple Leaf Foods Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Maple Leaf Foods Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:33.87% (+3.68%)

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
$ω$	1.2090	8.23
$α$	0.2059	5.04
$β$	0.3428	4.63
$γ_{1}$	0.0797	1.60
$γ_{2}$	-0.1498	-2.03
$γ_{3}$	0.0594	1.07
$γ_{4}$	0.1300	2.25
$γ_{5}$	-0.2560	-4.74
$γ_{6}$	0.2181	4.02
$γ_{7}$	-0.1492	-2.52
$γ_{8}$	0.1689	2.51
$γ_{9}$	-0.1442	-1.73
$γ_{10}$	0.0312	0.43

Estimation Period:
Apr 24, 1995 to Apr 19, 2024

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