V-Lab
Hudson's Bay Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2020:13.19% (-0.43%)
Analysis last updated: Monday, March 1, 2021 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2193 | 10.57 | |
| 0.3959 | 25.65 | |
| 0.8938 | 100.00 | |
| -0.0986 | -8.45 |
Estimation Period:
Nov 20, 2012 to Feb 28, 2020
Nov 20, 2012 to Feb 28, 2020
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