V-Lab: Maple Leaf Foods Inc GJR-GARCH Volatility Analysis

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V-Lab

Maple Leaf Foods Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.11% (-2.35%)

Analysis last updated: Tuesday, April 30, 2024 at 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7980	23.62
$α$	0.1902	16.69
$β$	0.5969	50.18
$γ$	-0.0013	-0.07

Estimation Period:
Apr 24, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts