V-Lab: Gildan Activewear Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Gildan Activewear Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:45.28% (-1.66%)

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
$ω$	0.0446	15.47
$α$	0.1092	38.11
$β$	0.8896	320.24
$γ$	0.1115	10.59
$δ$	1.6434	33.64

Estimation Period:
Jun 18, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts