V-Lab: Transcontinental Inc EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Transcontinental Inc EGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:25.81% (-0.12%)

Analysis last updated: Wednesday, April 24, 2024 at 12:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0773	16.72
$α$	0.1855	36.42
$β$	0.9546	348.27
$γ$	-0.0514	-10.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts