V-Lab: Camus Engineering & Construction Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Camus Engineering & Construction Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.76% (-0.73%)

Analysis last updated: Tuesday, May 7, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7976	4.83
$α$	0.1436	9.80
$β$	0.8162	51.18
$γ_{1}$	-0.0107	-0.15
$γ_{2}$	0.0825	0.76
$γ_{3}$	-0.1968	-2.59
$γ_{4}$	0.1469	1.81
$γ_{5}$	-0.0015	-0.02
$γ_{6}$	0.0477	0.54
$γ_{7}$	-0.2259	-2.54
$γ_{8}$	0.3542	4.27
$γ_{9}$	-0.3298	-3.77
$γ_{10}$	0.1698	2.82

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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