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

V-Lab

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V-Lab

Aecon Group Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:42.99% (-0.59%)

Analysis last updated: Wednesday, May 1, 2024 at 01:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2800	4.32
$α$	0.2052	10.28
$β$	0.5921	16.57
$γ_{1}$	-0.3029	-7.00
$γ_{2}$	0.3730	6.40
$γ_{3}$	-0.1031	-3.76
$γ_{4}$	0.0730	2.69
$γ_{5}$	-0.0685	-2.18
$γ_{6}$	0.0616	1.77
$γ_{7}$	-0.0787	-1.53
$γ_{8}$	0.1627	2.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts