V-Lab
Cineplex Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:30.90% (-1.46%)
Analysis last updated: Saturday, May 4, 2024 at 05:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1113 | 16.53 | |
| 0.0700 | 12.82 | |
| 0.8322 | 166.68 | |
| 0.1955 | 9.01 |
Estimation Period:
Nov 26, 2003 to May 3, 2024
Nov 26, 2003 to May 3, 2024