V-Lab
Hudson's Bay Co GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2020:25.93% (-0.20%)
Analysis last updated: Monday, March 1, 2021 at 07:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6171 | 18.65 | |
| 0.4497 | 15.21 | |
| 0.3881 | 19.00 |
Estimation Period:
Nov 20, 2012 to Feb 28, 2020
Nov 20, 2012 to Feb 28, 2020
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