V-Lab
V-Lab

Saputo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:21.93% (-1.15%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saputo Inc S0GARCH
paramt-stat
ω1.67037.10
α0.17857.27
β0.49048.79
γ1-0.0207-0.47
γ20.00060.01
γ30.14683.64
γ4-0.2990-9.44
γ50.30718.61
γ6-0.1908-4.77
γ70.09122.15
γ8-0.0573-1.70
Estimation Period:
Oct 15, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts