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 Friday, April 19th, 2024:37.01% (-0.80%)

Analysis last updated: Friday, April 19, 2024 at 02:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9839	4.77
$α$	0.0608	6.50
$β$	0.8999	59.12
$γ_{1}$	-0.0875	-1.51
$γ_{2}$	0.2398	2.95
$γ_{3}$	-0.3506	-6.90
$γ_{4}$	0.3830	7.74
$γ_{5}$	-0.3161	-6.70
$γ_{6}$	0.1949	4.40
$γ_{7}$	-0.0666	-1.63
$γ_{8}$	0.0001	0.00
$γ_{9}$	-0.0036	-0.14

Estimation Period:
Sep 18, 1991 to Apr 12, 2024

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Volatility Forecasts