V-Lab: George Weston Ltd Spline-GARCH Volatility Analysis

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V-Lab

George Weston Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:17.22% (+0.04%)

Analysis last updated: Friday, April 26, 2024 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5648	9.60
$α$	0.0906	6.71
$β$	0.7971	30.19
$γ_{1}$	-0.0110	-0.50
$γ_{2}$	0.0000	0.00
$γ_{3}$	-0.0287	-1.00
$γ_{4}$	0.1042	3.66
$γ_{5}$	-0.1269	-4.25
$γ_{6}$	0.0801	2.64
$γ_{7}$	0.0176	0.62
$γ_{8}$	-0.0669	-1.68

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

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