V-Lab: Dollarama Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Dollarama Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:21.42% (-0.37%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7967	5.16
$α$	0.2094	4.80
$β$	0.4451	6.22
$γ_{1}$	0.8392	4.72
$γ_{2}$	-1.1446	-4.29
$γ_{3}$	0.4611	2.08
$γ_{4}$	-0.2021	-0.85
$γ_{5}$	0.1282	0.47
$γ_{6}$	-0.3188	-1.08
$γ_{7}$	0.4091	1.69
$γ_{8}$	-0.2014	-1.31

Estimation Period:
Oct 12, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts