V-Lab
Jean Coutu Group PJC Inc/The AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 15th, 2018:12.20% (-0.11%)
Analysis last updated: Monday, May 14, 2018 at 08:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 13.90 | |
| 0.0990 | 29.62 | |
| 0.8957 | 264.38 | |
| 0.2188 | 5.63 |
Estimation Period:
Jan 1, 1990 to May 11, 2018
Jan 1, 1990 to May 11, 2018
News Impact Curve
Volatility Forecasts
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