V-Lab: Sherritt International Corp Spline-GARCH Volatility Analysis

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V-Lab

Sherritt International Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:33.52% (-2.05%)

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
$ω$	0.5482	2.74
$α$	0.1033	8.95
$β$	0.8309	43.60
$γ_{1}$	-0.0206	-0.13
$γ_{2}$	-0.0576	-0.28
$γ_{3}$	0.1014	1.06
$γ_{4}$	0.1130	1.37
$γ_{5}$	-0.3813	-4.70
$γ_{6}$	0.4839	5.50
$γ_{7}$	-0.3759	-4.08
$γ_{8}$	0.2491	2.72
$γ_{9}$	-0.2623	-1.94
$γ_{10}$	0.0954	0.40

Estimation Period:
Jun 19, 1996 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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