V-Lab: Dorel Industries Inc Spline-GARCH Volatility Analysis

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V-Lab

Dorel Industries Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:41.63% (-2.09%)

Analysis last updated: Wednesday, May 1, 2024 at 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8151	5.51
$α$	0.1880	8.56
$β$	0.6217	15.34
$γ_{1}$	0.0108	0.18
$γ_{2}$	0.0579	0.64
$γ_{3}$	-0.1985	-2.72
$γ_{4}$	0.2387	3.28
$γ_{5}$	-0.1842	-3.36
$γ_{6}$	0.1124	2.79
$γ_{7}$	-0.0077	-0.17
$γ_{8}$	-0.0320	-0.56
$γ_{9}$	-0.0645	-0.88

Estimation Period:
Oct 2, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts