V-Lab: Gildan Activewear Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Gildan Activewear Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:31.98% (-2.65%)

Analysis last updated: Saturday, May 4, 2024 at 05:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2641	7.21
$α$	0.1521	4.48
$β$	0.5665	6.61
$γ_{1}$	-0.1810	-2.72
$γ_{2}$	0.2101	2.16
$γ_{3}$	0.1634	2.06
$γ_{4}$	-0.4122	-3.92
$γ_{5}$	0.2697	2.24
$γ_{6}$	-0.0343	-0.35
$γ_{7}$	0.0867	1.04
$γ_{8}$	-0.2268	-2.05
$γ_{9}$	0.1630	1.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts