V-Lab: Transcontinental Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

Transcontinental Inc AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:25.64% (-0.45%)

Analysis last updated: Tuesday, April 23, 2024 at 02:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2756	22.13
$α$	0.1185	42.95
$β$	0.8112	197.32
$γ$	0.6075	13.26

Estimation Period:
Jul 15, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts