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

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V-Lab

Magna International Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.03% (-0.37%)

Analysis last updated: Thursday, May 16, 2024 at 01:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6565	5.64
$α$	0.0800	6.60
$β$	0.8230	30.57
$γ_{1}$	0.0117	0.22
$γ_{2}$	0.0468	0.64
$γ_{3}$	-0.0142	-0.32
$γ_{4}$	-0.1517	-3.51
$γ_{5}$	0.2576	5.60
$γ_{6}$	-0.2895	-6.29
$γ_{7}$	0.1997	4.39
$γ_{8}$	-0.0669	-1.19
$γ_{9}$	0.0419	0.64
$γ_{10}$	-0.1182	-1.47

Estimation Period:
Jan 1, 1990 to May 10, 2024

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