V-Lab
V-Lab

North West Co Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:21.04% (-0.57%)

Analysis last updated: Friday, March 29, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of North West Co Inc/The S0GARCH
paramt-stat
ω0.75027.08
α0.14318.23
β0.684717.65
γ1-0.1908-4.99
γ20.33966.20
γ3-0.2532-7.55
γ40.14014.33
γ5-0.0426-1.33
γ60.03540.93
γ7-0.0497-1.35
Estimation Period:
Apr 8, 1997 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts