V-Lab: CGI Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CGI Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:17.75% (+3.81%)

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
$ω$	1.0600	5.58
$α$	0.1376	7.58
$β$	0.7539	24.73
$γ_{1}$	-0.0915	-1.91
$γ_{2}$	0.1316	1.94
$γ_{3}$	-0.1371	-2.26
$γ_{4}$	0.2080	3.39
$γ_{5}$	-0.1528	-2.70
$γ_{6}$	0.0535	0.84
$γ_{7}$	-0.0669	-1.14
$γ_{8}$	0.1685	3.16
$γ_{9}$	-0.2755	-4.96

Estimation Period:
Apr 21, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts