V-Lab: Corus Entertainment Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Corus Entertainment Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:52.89% (-5.49%)

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
$ω$	1.2707	7.78
$α$	0.1834	6.78
$β$	0.6540	15.30
$γ_{1}$	-0.0264	-0.95
$γ_{2}$	0.0792	1.86
$γ_{3}$	-0.1089	-3.36
$γ_{4}$	0.1356	3.60
$γ_{5}$	-0.1135	-2.46
$γ_{6}$	0.0228	0.62

Estimation Period:
Aug 31, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts