V-Lab
Hudson's Bay Co AGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2020:25.67% (+0.07%)
Analysis last updated: Wednesday, March 4, 2020 at 11:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5923 | 17.56 | |
| 0.4495 | 15.43 | |
| 0.3831 | 17.99 | |
| 0.2452 | 2.27 |
Estimation Period:
Nov 20, 2012 to Feb 28, 2020
Nov 20, 2012 to Feb 28, 2020
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