V-Lab: Celestica Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Celestica Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:45.87% (+1.28%)

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
$ω$	0.9715	5.87
$α$	0.1202	5.68
$β$	0.6958	13.29
$γ_{1}$	-0.0250	-0.31
$γ_{2}$	-0.1132	-0.92
$γ_{3}$	0.3300	3.76
$γ_{4}$	-0.3810	-4.33
$γ_{5}$	0.3038	3.34
$γ_{6}$	-0.1433	-1.97
$γ_{7}$	0.0993	1.31
$γ_{8}$	-0.1505	-1.25
$γ_{9}$	0.1394	0.79

Estimation Period:
Jul 1, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts