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

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V-Lab

Parkland Corp/Canada Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:26.34% (-0.97%)

Analysis last updated: Thursday, May 9, 2024 at 12:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9323	8.01
$α$	0.1542	8.56
$β$	0.7207	24.52
$γ_{1}$	-0.1184	-3.73
$γ_{2}$	0.2007	3.40
$γ_{3}$	-0.1782	-3.06
$γ_{4}$	0.1926	4.03
$γ_{5}$	-0.1516	-3.80
$γ_{6}$	0.0797	1.66
$γ_{7}$	-0.0368	-0.72
$γ_{8}$	0.0133	0.20

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

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Volatility Forecasts

Volatility Forecasts