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

V-Lab

| |

V-Lab

CCL Industries Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:25.12% (-0.13%)

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
$ω$	0.9346	8.59
$α$	0.1449	7.73
$β$	0.5673	10.61
$γ_{1}$	-0.0766	-2.22
$γ_{2}$	0.1362	2.68
$γ_{3}$	-0.0488	-1.37
$γ_{4}$	-0.1120	-2.99
$γ_{5}$	0.2259	5.19
$γ_{6}$	-0.2162	-3.90
$γ_{7}$	0.1331	1.89
$γ_{8}$	-0.0442	-0.59
$γ_{9}$	-0.0306	-0.42
$γ_{10}$	0.1161	0.98

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts