V-Lab: North West Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

North West Co Inc/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:21.25% (+0.87%)

Analysis last updated: Wednesday, May 1, 2024 at 01:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7526	7.11
$α$	0.1432	8.24
$β$	0.6840	17.62
$γ_{1}$	-0.1890	-4.99
$γ_{2}$	0.3374	6.22
$γ_{3}$	-0.2535	-7.65
$γ_{4}$	0.1425	4.46
$γ_{5}$	-0.0454	-1.43
$γ_{6}$	0.0369	0.98
$γ_{7}$	-0.0501	-1.38

Estimation Period:
Apr 8, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts