V-Lab: Canadian Tire Corp Ltd EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Canadian Tire Corp Ltd EGARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:21.34% (+0.02%)

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
$ω$	0.0673	18.01
$α$	0.2250	35.04
$β$	0.9425	315.31
$γ$	-0.0528	-9.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts