V-Lab
Intertape Polymer Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 4th, 2022:12.36% (-0.38%)
Analysis last updated: Tuesday, July 19, 2022 at 09:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6586 | 6.40 | |
| 0.2660 | 4.32 | |
| 0.4215 | 5.75 | |
| -0.0053 | -0.09 | |
| 0.0930 | 0.95 | |
| -0.1758 | -2.00 | |
| 0.0493 | 0.54 | |
| 0.1951 | 1.67 | |
| -0.3865 | -2.98 | |
| 0.3922 | 3.96 | |
| -0.2959 | -3.81 | |
| 0.3646 | 4.26 | |
| -0.6590 | -5.01 |
Estimation Period:
Jan 6, 1993 to Jun 30, 2022
Jan 6, 1993 to Jun 30, 2022
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