V-Lab: Finning International Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Finning International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.56% (-0.32%)

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
$ω$	0.7599	7.81
$α$	0.0688	7.51
$β$	0.8719	44.18
$γ_{1}$	-0.0386	-1.35
$γ_{2}$	0.0862	2.03
$γ_{3}$	-0.1261	-4.49
$γ_{4}$	0.1624	6.30
$γ_{5}$	-0.1434	-5.88
$γ_{6}$	0.0821	3.38
$γ_{7}$	-0.0134	-0.49
$γ_{8}$	-0.0379	-0.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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