V-Lab: Magna International Inc Spline-GARCH Volatility Analysis

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V-Lab

Magna International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.41% (-0.74%)

Analysis last updated: Thursday, May 2, 2024 at 02:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6585	5.62
$α$	0.0805	6.63
$β$	0.8224	30.57
$γ_{1}$	0.0119	0.23
$γ_{2}$	0.0463	0.63
$γ_{3}$	-0.0132	-0.29
$γ_{4}$	-0.1530	-3.52
$γ_{5}$	0.2579	5.59
$γ_{6}$	-0.2876	-6.24
$γ_{7}$	0.1958	4.27
$γ_{8}$	-0.0626	-1.11
$γ_{9}$	0.0378	0.58
$γ_{10}$	-0.1080	-1.34

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

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