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

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V-Lab

Parkland Corp/Canada Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:23.31% (-0.76%)

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
$ω$	0.9302	8.00
$α$	0.1539	8.54
$β$	0.7210	24.53
$γ_{1}$	-0.1193	-3.75
$γ_{2}$	0.2023	3.43
$γ_{3}$	-0.1796	-3.09
$γ_{4}$	0.1938	4.08
$γ_{5}$	-0.1524	-3.84
$γ_{6}$	0.0803	1.67
$γ_{7}$	-0.0371	-0.72
$γ_{8}$	0.0131	0.19

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

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Volatility Forecasts