V-Lab: CCL Industries Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CCL Industries Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:22.86% (-1.20%)

Analysis last updated: Friday, May 17, 2024 at 01:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9935	9.68
$α$	0.1438	7.44
$β$	0.5689	10.51
$γ_{1}$	-0.0398	-1.97
$γ_{2}$	0.1082	3.48
$γ_{3}$	-0.1528	-6.85
$γ_{4}$	0.1523	7.26
$γ_{5}$	-0.1130	-4.53
$γ_{6}$	0.0702	2.06
$γ_{7}$	-0.0405	-1.03
$γ_{8}$	0.0241	0.80

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts