V-Lab: Methanex Corp Spline-GARCH Volatility Analysis

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V-Lab

Methanex Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:35.00% (+3.82%)

Analysis last updated: Wednesday, May 1, 2024 at 01:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9365	4.79
$α$	0.0638	6.37
$β$	0.8881	50.71
$γ_{1}$	-0.1034	-1.87
$γ_{2}$	0.2656	3.47
$γ_{3}$	-0.3704	-7.89
$γ_{4}$	0.4030	8.77
$γ_{5}$	-0.3361	-7.64
$γ_{6}$	0.2165	5.27
$γ_{7}$	-0.0967	-2.55
$γ_{8}$	0.0597	1.61
$γ_{9}$	-0.1623	-2.38

Estimation Period:
Sep 18, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts