V-Lab: Sherritt International Corp Spline-GARCH Volatility Analysis

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V-Lab

Sherritt International Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:41.31% (+0.73%)

Analysis last updated: Thursday, May 2, 2024 at 02:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5491	2.73
$α$	0.1030	8.97
$β$	0.8321	43.88
$γ_{1}$	-0.0199	-0.13
$γ_{2}$	-0.0583	-0.28
$γ_{3}$	0.1003	1.04
$γ_{4}$	0.1158	1.39
$γ_{5}$	-0.3837	-4.69
$γ_{6}$	0.4831	5.45
$γ_{7}$	-0.3720	-4.01
$γ_{8}$	0.2452	2.64
$γ_{9}$	-0.2587	-1.87
$γ_{10}$	0.0927	0.39

Estimation Period:
Jun 19, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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