V-Lab: Canfor Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Canfor Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:37.01% (-0.67%)

Analysis last updated: Saturday, May 4, 2024 at 05:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6473	6.97
$α$	0.0701	6.81
$β$	0.8597	34.25
$γ_{1}$	0.0122	0.45
$γ_{2}$	-0.0024	-0.06
$γ_{3}$	-0.0759	-3.36
$γ_{4}$	0.1467	6.43
$γ_{5}$	-0.1497	-5.84
$γ_{6}$	0.1209	4.23
$γ_{7}$	-0.0711	-2.47
$γ_{8}$	0.0180	0.98

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts