V-Lab: Parkland Corp/Canada Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Parkland Corp/Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:28.42% (-2.55%)

Analysis last updated: Tuesday, April 23, 2024 at 02:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9690	8.12
$α$	0.1533	8.49
$β$	0.7226	24.76
$γ_{1}$	-0.1066	-3.31
$γ_{2}$	0.1822	3.03
$γ_{3}$	-0.1665	-2.79
$γ_{4}$	0.1833	3.77
$γ_{5}$	-0.1444	-3.63
$γ_{6}$	0.0752	1.61
$γ_{7}$	-0.0356	-0.81
$γ_{8}$	0.0171	0.58

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

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Volatility Forecasts