V-Lab
Harry Winston Diamond Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, November 3rd, 2017:9.65% (-0.15%)
Analysis last updated: Monday, March 1, 2021 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 14.62 | |
| 0.1246 | 30.96 | |
| 0.9990 | 2774.87 | |
| -0.0211 | -5.89 |
Estimation Period:
Jan 1, 1990 to Oct 27, 2017
Jan 1, 1990 to Oct 27, 2017
News Impact Curve
Volatility Forecasts
Other Harry Winston Diamond Corp Analyses