V-Lab: George Weston Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

George Weston Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:17.84% (-0.42%)

Analysis last updated: Saturday, May 4, 2024 at 05:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5657	9.58
$α$	0.0908	6.71
$β$	0.7972	30.21
$γ_{1}$	-0.0098	-0.45
$γ_{2}$	-0.0030	-0.09
$γ_{3}$	-0.0241	-0.84
$γ_{4}$	0.0987	3.47
$γ_{5}$	-0.1226	-4.11
$γ_{6}$	0.0793	2.67
$γ_{7}$	0.0129	0.53
$γ_{8}$	-0.0515	-3.43

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts