V-Lab: Canadian Tire Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Canadian Tire Corp Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.74% (+2.49%)

Analysis last updated: Tuesday, May 7, 2024 at 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6380	7.25
$α$	0.1561	7.74
$β$	0.7104	20.46
$γ_{1}$	-0.0356	-1.27
$γ_{2}$	0.0450	1.14
$γ_{3}$	-0.0552	-2.15
$γ_{4}$	0.1004	4.01
$γ_{5}$	-0.1039	-3.88
$γ_{6}$	0.0873	2.89
$γ_{7}$	-0.0459	-1.47
$γ_{8}$	0.0049	0.21

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts