V-Lab: Cargotec Oyj Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Cargotec Oyj Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:63.97% (-8.06%)

Analysis last updated: Friday, May 3, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6908	5.66
$α$	0.0938	5.31
$β$	0.7450	14.86
$γ_{1}$	0.3040	1.49
$γ_{2}$	-0.6797	-2.37
$γ_{3}$	0.6357	3.83
$γ_{4}$	-0.5968	-3.77
$γ_{5}$	0.7231	3.88
$γ_{6}$	-0.7218	-3.48
$γ_{7}$	0.6511	3.59
$γ_{8}$	-0.4742	-2.63
$γ_{9}$	0.1268	0.79
$γ_{10}$	0.0725	0.65

Estimation Period:
Jun 1, 2005 to Apr 30, 2024

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Volatility Forecasts