V-Lab: Extendicare Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Extendicare Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:14.22% (-0.47%)

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
$ω$	0.6946	6.95
$α$	0.1168	6.21
$β$	0.7719	19.57
$γ_{1}$	-0.3156	-8.35
$γ_{2}$	0.5593	9.39
$γ_{3}$	-0.4020	-8.30
$γ_{4}$	0.2038	3.85
$γ_{5}$	-0.0366	-0.50
$γ_{6}$	-0.0249	-0.28
$γ_{7}$	-0.0068	-0.07
$γ_{8}$	0.0721	0.88
$γ_{9}$	-0.0978	-1.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts