V-Lab
Hudson's Bay Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2020:34.91% (-0.12%)
Analysis last updated: Wednesday, March 4, 2020 at 11:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5875 | 5.72 | |
| 0.3310 | 3.61 | |
| 0.3217 | 3.15 | |
| -0.0524 | -1.10 | |
| 0.0375 | 0.60 |
Estimation Period:
Nov 20, 2012 to Feb 28, 2020
Nov 20, 2012 to Feb 28, 2020
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