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

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V-Lab

Camus Engineering & Construction Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.86% (-1.74%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7694	6.94
$α$	0.1638	8.85
$β$	0.7610	32.23
$γ_{1}$	0.0444	1.41
$γ_{2}$	-0.0562	-1.18
$γ_{3}$	-0.0592	-1.60
$γ_{4}$	0.1417	3.80
$γ_{5}$	-0.0801	-2.34
$γ_{6}$	-0.0425	-0.98
$γ_{7}$	0.1917	3.66
$γ_{8}$	-0.4478	-5.88

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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