V-Lab: CCL Industries Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CCL Industries Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.18% (-0.15%)

Analysis last updated: Friday, May 3, 2024 at 01:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9902	9.67
$α$	0.1440	7.43
$β$	0.5664	10.41
$γ_{1}$	-0.0407	-2.00
$γ_{2}$	0.1098	3.52
$γ_{3}$	-0.1540	-6.89
$γ_{4}$	0.1529	7.26
$γ_{5}$	-0.1130	-4.50
$γ_{6}$	0.0698	2.03
$γ_{7}$	-0.0395	-1.00
$γ_{8}$	0.0230	0.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts