V-Lab: Atco Ltd/Canada MF2-GARCH Volatility Analysis

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V-Lab

Atco Ltd/Canada MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:19.56% (+3.69%)

Analysis last updated: Friday, April 26, 2024 at 01:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0852	18.38
$β$	0.7367	110.49
$γ$	0.0663	11.71
$λ_{1}$	0.3747	0.37
$λ_{2}$	0.7948	0.35
$λ_{3}$	0.0000	0.00

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

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