V-Lab: Canfor Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Canfor Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.91% (+4.32%)

Analysis last updated: Thursday, May 2, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6549	7.01
$α$	0.0680	6.90
$β$	0.8648	36.74
$γ_{1}$	0.0151	0.55
$γ_{2}$	-0.0057	-0.15
$γ_{3}$	-0.0768	-3.37
$γ_{4}$	0.1488	6.52
$γ_{5}$	-0.1486	-5.93
$γ_{6}$	0.1097	4.30
$γ_{7}$	-0.0371	-1.60
$γ_{8}$	-0.0756	-1.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts