V-Lab: Firstservice Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Firstservice Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:19.88% (-0.28%)

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
$ω$	1.5703	5.08
$α$	0.0925	3.25
$β$	0.6206	6.14
$γ_{1}$	0.2114	0.36
$γ_{2}$	-0.0930	-0.10
$γ_{3}$	0.1568	0.23
$γ_{4}$	-0.0404	-0.07
$γ_{5}$	-1.1561	-2.23
$γ_{6}$	1.9977	4.39
$γ_{7}$	-2.3771	-4.90
$γ_{8}$	2.6768	3.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts