V-Lab: Methanex Corp Spline-GARCH Volatility Analysis

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V-Lab

Methanex Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:34.34% (-0.83%)

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
$ω$	0.9247	4.73
$α$	0.0635	6.35
$β$	0.8888	50.98
$γ_{1}$	-0.1044	-1.89
$γ_{2}$	0.2652	3.47
$γ_{3}$	-0.3675	-7.86
$γ_{4}$	0.4014	8.77
$γ_{5}$	-0.3375	-7.68
$γ_{6}$	0.2199	5.31
$γ_{7}$	-0.0995	-2.59
$γ_{8}$	0.0587	1.58
$γ_{9}$	-0.1555	-2.35

Estimation Period:
Sep 18, 1991 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts