V-Lab: Camus Engineering & Construction Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Camus Engineering & Construction Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.76% (-1.32%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8004	4.81
$α$	0.1426	9.75
$β$	0.8172	51.39
$γ_{1}$	-0.0026	-0.04
$γ_{2}$	0.0710	0.65
$γ_{3}$	-0.1927	-2.53
$γ_{4}$	0.1462	1.80
$γ_{5}$	0.0002	0.00
$γ_{6}$	0.0399	0.45
$γ_{7}$	-0.2125	-2.40
$γ_{8}$	0.3401	4.10
$γ_{9}$	-0.3166	-3.60
$γ_{10}$	0.1600	2.66

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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