V-Lab: Quebecor Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Quebecor Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:21.45% (+0.06%)

Analysis last updated: Thursday, April 18, 2024 at 12:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1124	7.81
$α$	0.1586	6.46
$β$	0.6601	15.01
$γ_{1}$	0.0256	0.67
$γ_{2}$	-0.0148	-0.25
$γ_{3}$	0.0684	1.28
$γ_{4}$	-0.2428	-4.62
$γ_{5}$	0.3150	6.96
$γ_{6}$	-0.2787	-6.44
$γ_{7}$	0.1858	4.69
$γ_{8}$	-0.0673	-1.85
$γ_{9}$	0.0487	1.37
$γ_{10}$	-0.0694	-2.74

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts