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

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V-Lab

Camus Engineering & Construction Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:14.29% (-1.15%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7704	6.95
$α$	0.1633	8.87
$β$	0.7619	32.61
$γ_{1}$	0.0447	1.42
$γ_{2}$	-0.0572	-1.21
$γ_{3}$	-0.0573	-1.55
$γ_{4}$	0.1404	3.77
$γ_{5}$	-0.0812	-2.38
$γ_{6}$	-0.0389	-0.90
$γ_{7}$	0.1873	3.58
$γ_{8}$	-0.4516	-5.90

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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