V-Lab: Linamar Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Linamar Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:25.30% (+0.80%)

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
$ω$	1.0726	10.72
$α$	0.1672	5.85
$β$	0.5053	8.42
$γ_{1}$	-0.0562	-1.79
$γ_{2}$	0.1333	2.46
$γ_{3}$	-0.0998	-2.10
$γ_{4}$	-0.0435	-1.09
$γ_{5}$	0.2140	5.21
$γ_{6}$	-0.3133	-6.94
$γ_{7}$	0.2594	6.07
$γ_{8}$	-0.1226	-2.82
$γ_{9}$	0.0522	1.04
$γ_{10}$	-0.0999	-1.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts