V-Lab: Corus Entertainment Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Corus Entertainment Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:47.40% (-0.55%)

Analysis last updated: Saturday, May 4, 2024 at 05:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2685	7.78
$α$	0.1824	6.90
$β$	0.6549	15.70
$γ_{1}$	-0.0259	-0.94
$γ_{2}$	0.0780	1.84
$γ_{3}$	-0.1074	-3.32
$γ_{4}$	0.1346	3.58
$γ_{5}$	-0.1140	-2.47
$γ_{6}$	0.0240	0.65

Estimation Period:
Aug 31, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts