V-Lab: Quebecor Inc Spline-GARCH Volatility Analysis

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V-Lab

Quebecor Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:24.24% (-1.82%)

Analysis last updated: Thursday, May 16, 2024 at 01:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1104	7.66
$α$	0.1609	6.52
$β$	0.6615	15.23
$γ_{1}$	0.0278	0.72
$γ_{2}$	-0.0226	-0.37
$γ_{3}$	0.0826	1.51
$γ_{4}$	-0.2615	-4.87
$γ_{5}$	0.3351	7.25
$γ_{6}$	-0.2979	-6.73
$γ_{7}$	0.2033	4.99
$γ_{8}$	-0.0819	-2.18
$γ_{9}$	0.0621	1.50
$γ_{10}$	-0.0990	-1.62

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts