V-Lab: Quebecor Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Quebecor Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.44% (-0.37%)

Analysis last updated: Wednesday, May 1, 2024 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1127	7.66
$α$	0.1597	6.46
$β$	0.6644	15.30
$γ_{1}$	0.0294	0.76
$γ_{2}$	-0.0257	-0.42
$γ_{3}$	0.0862	1.56
$γ_{4}$	-0.2650	-4.91
$γ_{5}$	0.3364	7.25
$γ_{6}$	-0.2963	-6.66
$γ_{7}$	0.2002	4.93
$γ_{8}$	-0.0798	-2.11
$γ_{9}$	0.0617	1.48
$γ_{10}$	-0.0959	-1.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts