V-Lab: Bombardier Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Bombardier Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:58.91% (+9.67%)

Analysis last updated: Thursday, May 2, 2024 at 02:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6738	6.65
$α$	0.1004	6.84
$β$	0.8448	37.94
$γ_{1}$	0.0194	1.25
$γ_{2}$	-0.0048	-0.19
$γ_{3}$	-0.0440	-2.24
$γ_{4}$	0.0342	1.75
$γ_{5}$	0.0287	1.11
$γ_{6}$	-0.1049	-2.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts