V-Lab: North West Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

North West Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:22.73% (-1.09%)

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
$ω$	0.7525	7.11
$α$	0.1431	8.23
$β$	0.6839	17.60
$γ_{1}$	-0.1894	-4.99
$γ_{2}$	0.3379	6.21
$γ_{3}$	-0.2534	-7.62
$γ_{4}$	0.1418	4.42
$γ_{5}$	-0.0446	-1.40
$γ_{6}$	0.0366	0.98
$γ_{7}$	-0.0503	-1.39

Estimation Period:
Apr 8, 1997 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts