V-Lab: Finning International Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Finning International Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:24.20% (-0.35%)

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
$m$	66
$α$	0.0300	11.56
$β$	0.8905	165.36
$γ$	0.0577	14.87
$λ_{1}$	0.0176	3.41
$λ_{2}$	0.0118	3.53
$λ_{3}$	0.9832	209.16

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

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