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

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V-Lab

Corus Entertainment Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:109.75% (-2.89%)

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
$ω$	1.1265	6.71
$α$	0.1662	7.05
$β$	0.6696	15.75
$γ_{1}$	-0.1000	-1.65
$γ_{2}$	0.1745	1.97
$γ_{3}$	-0.0794	-1.47
$γ_{4}$	-0.0420	-0.92
$γ_{5}$	0.1105	2.24
$γ_{6}$	-0.0046	-0.07
$γ_{7}$	-0.2313	-2.46
$γ_{8}$	0.5548	4.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts