V-Lab: Gildan Activewear Inc Spline-GARCH Volatility Analysis

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V-Lab

Gildan Activewear Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:32.15% (+1.40%)

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
$ω$	1.2427	7.08
$α$	0.1518	4.53
$β$	0.5722	6.83
$γ_{1}$	-0.1885	-2.82
$γ_{2}$	0.2171	2.22
$γ_{3}$	0.1687	2.11
$γ_{4}$	-0.4226	-4.00
$γ_{5}$	0.2810	2.33
$γ_{6}$	-0.0481	-0.49
$γ_{7}$	0.1068	1.19
$γ_{8}$	-0.2602	-1.92
$γ_{9}$	0.2428	1.25

Estimation Period:
Jun 18, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts