V-Lab: Magna International Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Magna International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:32.01% (+0.15%)

Analysis last updated: Tuesday, April 23, 2024 at 02:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6803	6.14
$α$	0.0794	6.96
$β$	0.8399	36.03
$γ_{1}$	0.0139	0.45
$γ_{2}$	0.0651	1.49
$γ_{3}$	-0.1463	-5.66
$γ_{4}$	0.1424	5.63
$γ_{5}$	-0.1504	-5.54
$γ_{6}$	0.1169	4.58
$γ_{7}$	-0.0379	-1.50
$γ_{8}$	-0.0163	-0.75

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts