V-Lab: Quebecor Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Quebecor Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:19.24% (-0.35%)

Analysis last updated: Wednesday, May 1, 2024 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1452	8.06
$α$	0.1584	6.46
$β$	0.6619	15.11
$γ_{1}$	0.0314	0.83
$γ_{2}$	-0.0219	-0.37
$γ_{3}$	0.0709	1.32
$γ_{4}$	-0.2445	-4.63
$γ_{5}$	0.3148	6.94
$γ_{6}$	-0.2762	-6.37
$γ_{7}$	0.1824	4.59
$γ_{8}$	-0.0639	-1.76
$γ_{9}$	0.0457	1.28
$γ_{10}$	-0.0670	-2.66

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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