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

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V-Lab

CCL Industries Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:24.26% (-1.14%)

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
$ω$	0.9494	9.33
$α$	0.1449	7.54
$β$	0.5640	10.30
$γ_{1}$	-0.0524	-2.56
$γ_{2}$	0.1281	4.09
$γ_{3}$	-0.1663	-7.46
$γ_{4}$	0.1636	7.83
$γ_{5}$	-0.1230	-4.94
$γ_{6}$	0.0806	2.34
$γ_{7}$	-0.0553	-1.28
$γ_{8}$	0.0543	0.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts