V-Lab
Harry Winston Diamond Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 3rd, 2017:14.98% (-0.09%)
Analysis last updated: Monday, March 1, 2021 at 09:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 10.53 | |
| 0.0368 | 13.19 | |
| 0.9513 | 554.39 | |
| 0.0238 | 5.56 |
Estimation Period:
Jan 1, 1990 to Oct 27, 2017
Jan 1, 1990 to Oct 27, 2017
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