V-Lab: Aecon Group Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Aecon Group Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:34.47% (+3.34%)

Analysis last updated: Friday, April 26, 2024 at 01:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2611	3.12
$α$	0.1977	9.96
$β$	0.5953	16.81
$γ_{1}$	-0.3719	-4.33
$γ_{2}$	0.3791	3.36
$γ_{3}$	0.0326	0.54
$γ_{4}$	-0.0886	-1.58
$γ_{5}$	0.1281	2.56
$γ_{6}$	-0.1567	-2.95
$γ_{7}$	0.1585	2.66
$γ_{8}$	-0.1580	-2.44
$γ_{9}$	0.1432	2.27
$γ_{10}$	-0.0944	-1.64

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

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