V-Lab: Dollarama Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Dollarama Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.41% (+0.12%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1956	10.57
$β$	0.4767	32.71
$γ$	0.1469	4.53
$λ_{1}$	0.0067	1.12
$λ_{2}$	0.0047	1.20
$λ_{3}$	0.9927	163.81

Estimation Period:
Oct 12, 2009 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts