V-Lab: CAE Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CAE Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:35.36% (-0.74%)

Analysis last updated: Wednesday, May 1, 2024 at 01:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3967	6.46
$α$	0.0944	7.70
$β$	0.8131	34.03
$γ_{1}$	0.0031	0.13
$γ_{2}$	0.0449	1.24
$γ_{3}$	-0.1052	-4.27
$γ_{4}$	0.0739	3.73
$γ_{5}$	-0.0202	-1.14
$γ_{6}$	0.0471	2.31
$γ_{7}$	-0.0758	-4.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts