V-Lab: Celestica Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Celestica Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:48.00% (-2.07%)

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
$ω$	0.9729	5.86
$α$	0.1193	5.67
$β$	0.6989	13.40
$γ_{1}$	-0.0232	-0.29
$γ_{2}$	-0.1165	-0.95
$γ_{3}$	0.3325	3.79
$γ_{4}$	-0.3821	-4.32
$γ_{5}$	0.3032	3.33
$γ_{6}$	-0.1414	-1.96
$γ_{7}$	0.0974	1.26
$γ_{8}$	-0.1495	-1.21
$γ_{9}$	0.1459	0.81

Estimation Period:
Jul 1, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts