V-Lab: Atco Ltd/Canada MF2-GARCH Volatility Analysis

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V-Lab

Atco Ltd/Canada MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:19.11% (+1.15%)

Analysis last updated: Thursday, May 9, 2024 at 12:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0845	18.26
$β$	0.7375	110.96
$γ$	0.0669	11.82
$λ_{1}$	0.3739	0.36
$λ_{2}$	0.7949	0.35
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 1, 1990 to May 3, 2024

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