V-Lab: CGI Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

CGI Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:21.46% (+2.94%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0593	5.31
$α$	0.1348	7.51
$β$	0.7662	26.67
$γ_{1}$	-0.0807	-1.62
$γ_{2}$	0.1102	1.55
$γ_{3}$	-0.1158	-1.83
$γ_{4}$	0.1859	2.89
$γ_{5}$	-0.1287	-2.20
$γ_{6}$	0.0261	0.40
$γ_{7}$	-0.0288	-0.47
$γ_{8}$	0.0953	1.63
$γ_{9}$	-0.0882	-2.20

Estimation Period:
Apr 21, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts