V-Lab: Shaw Communications Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Shaw Communications Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 5th, 2023:19.79% (-0.96%)

Analysis last updated: Wednesday, April 5, 2023 at 01:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5672	6.47
$α$	0.1016	7.26
$β$	0.8364	46.50
$γ_{1}$	0.0583	3.38
$γ_{2}$	-0.0971	-3.91
$γ_{3}$	0.0486	2.59
$γ_{4}$	-0.0139	-0.72
$γ_{5}$	0.0247	1.17
$γ_{6}$	-0.0305	-1.59

Estimation Period:
Jan 1, 1990 to Mar 31, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts