V-Lab: George Weston Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

George Weston Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:18.11% (-0.58%)

Analysis last updated: Wednesday, April 24, 2024 at 12:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5654	9.60
$α$	0.0909	6.71
$β$	0.7966	30.08
$γ_{1}$	-0.0100	-0.45
$γ_{2}$	-0.0026	-0.08
$γ_{3}$	-0.0249	-0.87
$γ_{4}$	0.0995	3.49
$γ_{5}$	-0.1229	-4.12
$γ_{6}$	0.0787	2.65
$γ_{7}$	0.0141	0.57
$γ_{8}$	-0.0525	-3.47

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts