V-Lab: Linamar Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Linamar Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:29.36% (-0.46%)

Analysis last updated: Friday, April 26, 2024 at 02:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1710	10.67
$α$	0.1620	6.30
$β$	0.5463	9.50
$γ_{1}$	-0.0082	-0.47
$γ_{2}$	0.0664	2.46
$γ_{3}$	-0.1381	-5.57
$γ_{4}$	0.1748	6.29
$γ_{5}$	-0.1899	-6.87
$γ_{6}$	0.1545	5.70
$γ_{7}$	-0.0823	-3.46
$γ_{8}$	0.0287	1.60

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

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Volatility Forecasts

Volatility Forecasts