V-Lab: Dorel Industries Inc MF2-GARCH Volatility Analysis

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V-Lab

Dorel Industries Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:57.62% (-12.97%)

Analysis last updated: Wednesday, May 15, 2024 at 01:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1805	19.20
$β$	0.4917	30.06
$γ$	0.0615	4.83
$λ_{1}$	0.0157	1.42
$λ_{2}$	0.0144	3.83
$λ_{3}$	0.9830	174.33

Estimation Period:
Oct 2, 1991 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts