V-Lab: Maple Leaf Foods Inc Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Maple Leaf Foods Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:29.53% (-3.10%)

Analysis last updated: Tuesday, April 30, 2024 at 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2636	8.53
$α$	0.2060	5.02
$β$	0.3410	4.61
$γ_{1}$	0.1068	2.16
$γ_{2}$	-0.1888	-2.58
$γ_{3}$	0.0744	1.35
$γ_{4}$	0.1312	2.27
$γ_{5}$	-0.2676	-4.96
$γ_{6}$	0.2325	4.26
$γ_{7}$	-0.1599	-2.62
$γ_{8}$	0.1711	2.24
$γ_{9}$	-0.1301	-1.11
$γ_{10}$	-0.0256	-0.14

Estimation Period:
Apr 24, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts