V-Lab: Magna International Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Magna International Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:34.11% (+3.35%)

Analysis last updated: Saturday, May 4, 2024 at 05:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6833	6.17
$α$	0.0794	6.96
$β$	0.8394	35.79
$γ_{1}$	0.0144	0.47
$γ_{2}$	0.0641	1.48
$γ_{3}$	-0.1456	-5.66
$γ_{4}$	0.1422	5.65
$γ_{5}$	-0.1509	-5.57
$γ_{6}$	0.1184	4.64
$γ_{7}$	-0.0399	-1.59
$γ_{8}$	-0.0149	-0.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts