V-Lab: Canfor Corp MF2-GARCH Volatility Analysis

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V-Lab

Canfor Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:33.54% (+0.20%)

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
$m$	21
$α$	0.0000	0.01
$β$	0.9861	403.50
$γ$	0.0237	11.11
$λ_{1}$	6.0465	0.11
$λ_{2}$	0.1298	0.10
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts