V-Lab: Maple Leaf Foods Inc EGARCH Volatility Analysis

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V-Lab

Maple Leaf Foods Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:26.49% (-2.39%)

Analysis last updated: Thursday, April 25, 2024 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2495	20.88
$α$	0.3019	38.63
$β$	0.8136	90.01
$γ$	-0.0042	-0.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts