V-Lab
Harry Winston Diamond Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 3rd, 2017:12.17% (-0.15%)
Analysis last updated: Thursday, November 2, 2017 at 11:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7323 | 4.16 | |
| 0.0723 | 6.66 | |
| 0.9073 | 81.01 | |
| -0.1804 | -3.34 | |
| 0.3302 | 3.82 | |
| -0.2605 | -3.29 | |
| 0.2002 | 2.62 | |
| -0.1028 | -1.72 | |
| -0.0535 | -1.06 | |
| 0.1188 | 2.73 |
Estimation Period:
Jan 1, 1990 to Oct 27, 2017
Jan 1, 1990 to Oct 27, 2017
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