V-Lab: Extendicare Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Extendicare Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:16.27% (-0.42%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7358	7.24
$α$	0.1175	6.19
$β$	0.7721	19.67
$γ_{1}$	-0.2934	-7.83
$γ_{2}$	0.5234	8.85
$γ_{3}$	-0.3777	-7.80
$γ_{4}$	0.1857	3.49
$γ_{5}$	-0.0253	-0.35
$γ_{6}$	-0.0315	-0.35
$γ_{7}$	0.0007	0.01
$γ_{8}$	0.0537	0.70
$γ_{9}$	-0.0408	-1.01

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts