V-Lab
Hudson's Bay Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2020:22.39% (-0.04%)
Analysis last updated: Monday, March 1, 2021 at 08:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1716 | 7.28 | |
| 0.0007 | 0.35 | |
| 0.9103 | 153.23 | |
| 0.1428 | 8.82 |
Estimation Period:
Nov 20, 2012 to Feb 28, 2020
Nov 20, 2012 to Feb 28, 2020
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