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

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V-Lab

Maple Leaf Foods Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:26.81% (-0.43%)

Analysis last updated: Saturday, May 18, 2024 at 04:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2741	8.65
$α$	0.2045	4.99
$β$	0.3401	4.58
$γ_{1}$	0.1089	2.23
$γ_{2}$	-0.1921	-2.65
$γ_{3}$	0.0779	1.42
$γ_{4}$	0.1263	2.18
$γ_{5}$	-0.2640	-4.90
$γ_{6}$	0.2316	4.29
$γ_{7}$	-0.1597	-2.67
$γ_{8}$	0.1709	2.31
$γ_{9}$	-0.1316	-1.15
$γ_{10}$	-0.0279	-0.15

Estimation Period:
Apr 24, 1995 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts