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

V-Lab

| |

V-Lab

Finning International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:23.66% (-0.49%)

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
$ω$	0.7590	7.81
$α$	0.0686	7.49
$β$	0.8720	44.14
$γ_{1}$	-0.0388	-1.35
$γ_{2}$	0.0866	2.04
$γ_{3}$	-0.1265	-4.50
$γ_{4}$	0.1627	6.30
$γ_{5}$	-0.1433	-5.87
$γ_{6}$	0.0815	3.35
$γ_{7}$	-0.0124	-0.45
$γ_{8}$	-0.0399	-0.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Finning International Inc Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH