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

V-Lab

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V-Lab

Gildan Activewear Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:32.17% (+0.94%)

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
$ω$	1.2384	7.04
$α$	0.1504	4.53
$β$	0.5762	6.85
$γ_{1}$	-0.1895	-2.83
$γ_{2}$	0.2191	2.24
$γ_{3}$	0.1664	2.09
$γ_{4}$	-0.4210	-3.98
$γ_{5}$	0.2816	2.32
$γ_{6}$	-0.0488	-0.49
$γ_{7}$	0.1058	1.18
$γ_{8}$	-0.2598	-1.94
$γ_{9}$	0.2439	1.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts