V-Lab: Cargotec Oyj Spline-GARCH Volatility Analysis

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V-Lab

Cargotec Oyj Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:62.77% (-9.21%)

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
$ω$	0.6994	5.81
$α$	0.1014	5.36
$β$	0.7228	14.30
$γ_{1}$	0.3273	1.63
$γ_{2}$	-0.7213	-2.55
$γ_{3}$	0.6719	4.09
$γ_{4}$	-0.6327	-4.04
$γ_{5}$	0.7583	4.11
$γ_{6}$	-0.7542	-3.68
$γ_{7}$	0.6820	3.78
$γ_{8}$	-0.5105	-2.79
$γ_{9}$	0.1884	0.93
$γ_{10}$	-0.0781	-0.18

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

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Volatility Forecasts

Volatility Forecasts