V-Lab: Parkland Corp/Canada GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Parkland Corp/Canada GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:26.55% (-0.84%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1777	18.16
$α$	0.0538	12.72
$β$	0.8652	198.20
$γ$	0.0960	9.91

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts