V-Lab: Parkland Corp/Canada MF2-GARCH Volatility Analysis

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V-Lab

Parkland Corp/Canada MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:24.93% (-0.85%)

Analysis last updated: Friday, April 26, 2024 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0715	14.37
$β$	0.7223	73.83
$γ$	0.1251	15.20
$λ_{1}$	0.0433	1.83
$λ_{2}$	0.0255	2.28
$λ_{3}$	0.9649	60.32

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

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