V-Lab: Sherritt International Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sherritt International Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:60.20% (+0.90%)

Analysis last updated: Tuesday, April 23, 2024 at 02:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5526	2.66
$α$	0.0959	8.94
$β$	0.8480	48.91
$γ_{1}$	-0.0203	-0.12
$γ_{2}$	-0.0575	-0.26
$γ_{3}$	0.1027	1.02
$γ_{4}$	0.1043	1.21
$γ_{5}$	-0.3641	-4.33
$γ_{6}$	0.4655	5.07
$γ_{7}$	-0.3698	-3.87
$γ_{8}$	0.2731	3.11
$γ_{9}$	-0.3407	-3.56
$γ_{10}$	0.3126	3.85

Estimation Period:
Jun 19, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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