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

V-Lab

| |

V-Lab

George Weston Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:19.17% (+1.04%)

Analysis last updated: Thursday, May 9, 2024 at 12:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5653	9.59
$α$	0.0904	6.71
$β$	0.7976	30.30
$γ_{1}$	-0.0108	-0.49
$γ_{2}$	-0.0005	-0.01
$γ_{3}$	-0.0280	-0.98
$γ_{4}$	0.1033	3.64
$γ_{5}$	-0.1263	-4.23
$γ_{6}$	0.0799	2.64
$γ_{7}$	0.0182	0.64
$γ_{8}$	-0.0706	-1.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts