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 Friday, April 19th, 2024:62.66% (-3.52%)

Analysis last updated: Friday, April 19, 2024 at 02:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5579	2.66
$α$	0.0951	8.91
$β$	0.8498	49.54
$γ_{1}$	-0.0159	-0.10
$γ_{2}$	-0.0632	-0.29
$γ_{3}$	0.1035	1.02
$γ_{4}$	0.1062	1.22
$γ_{5}$	-0.3658	-4.31
$γ_{6}$	0.4641	5.01
$γ_{7}$	-0.3656	-3.80
$γ_{8}$	0.2695	3.03
$γ_{9}$	-0.3382	-3.45
$γ_{10}$	0.3093	3.75

Estimation Period:
Jun 19, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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