V-Lab: Firstservice Corp MF2-GARCH Volatility Analysis

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V-Lab

Firstservice Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.61% (-0.29%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0070	2.04
$β$	0.8583	71.48
$γ$	0.0732	11.09
$λ_{1}$	0.7442	0.61
$λ_{2}$	0.6806	0.72
$λ_{3}$	0.0000	0.00

Estimation Period:
May 27, 2015 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts