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

V-Lab

| |

V-Lab

Cineplex Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:34.72% (-2.33%)

Analysis last updated: Friday, April 26, 2024 at 02:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5374	3.84
$α$	0.1507	6.81
$β$	0.6889	13.62
$γ_{1}$	-0.0906	-0.83
$γ_{2}$	0.0202	0.16
$γ_{3}$	0.1474	2.28
$γ_{4}$	-0.1477	-1.97
$γ_{5}$	0.2932	3.53
$γ_{6}$	-0.4509	-5.37
$γ_{7}$	0.2875	4.62

Estimation Period:
Nov 26, 2003 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts