V-Lab: Loblaw Cos Ltd Spline-GARCH Volatility Analysis

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V-Lab

Loblaw Cos Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:17.06% (+0.29%)

Analysis last updated: Friday, May 3, 2024 at 01:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9505	8.86
$α$	0.0793	6.12
$β$	0.7822	24.67
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0271	0.44
$γ_{3}$	-0.0730	-1.89
$γ_{4}$	0.0335	0.89
$γ_{5}$	0.0974	2.29
$γ_{6}$	-0.1657	-2.41
$γ_{7}$	0.1050	1.14
$γ_{8}$	-0.0451	-0.61
$γ_{9}$	0.0843	1.73
$γ_{10}$	-0.1317	-2.17

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

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