V-Lab
Bell Aliant Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2014:15.68% (-0.87%)
Analysis last updated: Monday, March 1, 2021 at 05:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0975 | 9.69 | |
| 0.1889 | 17.66 | |
| 0.7981 | 100.70 | |
| -0.0545 | -2.99 |
Estimation Period:
Jun 1, 1999 to Oct 31, 2014
Jun 1, 1999 to Oct 31, 2014
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