V-Lab: Maple Leaf Foods Inc AGARCH Volatility Analysis

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V-Lab

Maple Leaf Foods Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.99% (-3.12%)

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
$ω$	0.9064	27.55
$α$	0.2065	30.73
$β$	0.5516	49.58
$γ$	-0.0486	-0.98

Estimation Period:
Apr 24, 1995 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts