V-Lab: Saputo Inc MF2-GARCH Volatility Analysis

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V-Lab

Saputo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:19.34% (+0.77%)

Analysis last updated: Friday, May 17, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.1230	20.95
$β$	0.4507	28.43
$γ$	0.1198	11.07
$λ_{1}$	0.1188	1.03
$λ_{2}$	0.2506	1.81
$λ_{3}$	0.6979	3.63

Estimation Period:
Oct 15, 1997 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts