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

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V-Lab

North West Co Inc/The Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:22.80% (-0.10%)

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
$ω$	0.7405	7.04
$α$	0.1445	8.31
$β$	0.6855	18.13
$γ_{1}$	-0.1944	-5.15
$γ_{2}$	0.3454	6.38
$γ_{3}$	-0.2580	-7.82
$γ_{4}$	0.1444	4.56
$γ_{5}$	-0.0403	-1.32
$γ_{6}$	0.0157	0.50
$γ_{7}$	0.0103	0.22

Estimation Period:
Apr 8, 1997 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts