V-Lab: Chartwell Retirement Residences Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chartwell Retirement Residences Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:17.07% (-0.16%)

Analysis last updated: Tuesday, November 12, 2024 at 01:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5961	5.04
$α$	0.0875	5.00
$β$	0.8755	46.18
$γ_{1}$	-0.0635	-4.43
$γ_{2}$	0.0915	4.57
$γ_{3}$	-0.0340	-3.76

Estimation Period:
Nov 14, 2003 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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