V-Lab: Methanex Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Methanex Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:35.35% (-0.70%)

Analysis last updated: Wednesday, April 24, 2024 at 12:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9695	4.72
$α$	0.0607	6.49
$β$	0.8998	58.94
$γ_{1}$	-0.0906	-1.55
$γ_{2}$	0.2435	2.99
$γ_{3}$	-0.3515	-6.92
$γ_{4}$	0.3834	7.76
$γ_{5}$	-0.3166	-6.72
$γ_{6}$	0.1954	4.42
$γ_{7}$	-0.0669	-1.64
$γ_{8}$	-0.0004	-0.01
$γ_{9}$	-0.0024	-0.10

Estimation Period:
Sep 18, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts