V-Lab: Extendicare Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Extendicare Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:15.97% (-0.22%)

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
$ω$	0.6950	6.95
$α$	0.1170	6.21
$β$	0.7716	19.54
$γ_{1}$	-0.3149	-8.36
$γ_{2}$	0.5583	9.42
$γ_{3}$	-0.4022	-8.34
$γ_{4}$	0.2050	3.89
$γ_{5}$	-0.0379	-0.53
$γ_{6}$	-0.0245	-0.27
$γ_{7}$	-0.0063	-0.07
$γ_{8}$	0.0719	0.88
$γ_{9}$	-0.1012	-1.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts