V-Lab: Extendicare Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Extendicare Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.09% (-0.18%)

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
$m$	121
$α$	0.0237	8.29
$β$	0.9528	284.77
$γ$	0.0348	10.41
$λ_{1}$	6.8703	0.05
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0922	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts