V-Lab: Cineplex Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Cineplex Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:35.32% (+1.79%)

Analysis last updated: Thursday, May 9, 2024 at 12:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1680	4.18
$α$	0.1156	52.16
$β$	0.9870	320.87
$ν$	4	26.18

Estimation Period:
Nov 26, 2003 to May 3, 2024