V-Lab: Parkland Corp/Canada Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Parkland Corp/Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:32.78% (+6.40%)

Analysis last updated: Saturday, May 4, 2024 at 05:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9662	8.12
$α$	0.1531	8.49
$β$	0.7224	24.68
$γ_{1}$	-0.1062	-3.31
$γ_{2}$	0.1814	3.03
$γ_{3}$	-0.1656	-2.79
$γ_{4}$	0.1825	3.75
$γ_{5}$	-0.1438	-3.60
$γ_{6}$	0.0749	1.60
$γ_{7}$	-0.0356	-0.81
$γ_{8}$	0.0171	0.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts