V-Lab: Extendicare Inc EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Extendicare Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.70% (-0.15%)

Analysis last updated: Thursday, May 2, 2024 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0308	6.83
$α$	0.1089	20.06
$β$	0.9893	581.93
$γ$	-0.0335	-8.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts