V-Lab: Canadian Tire Corp Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Canadian Tire Corp Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.15% (+1.45%)

Analysis last updated: Thursday, May 2, 2024 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1219	25.86
$α$	0.2361	69.08
$β$	0.7235	170.76
$γ$	0.0914	17.73
$δ$	1.4490	32.98

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts