V-Lab
Jean Coutu Group PJC Inc/The GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 15th, 2018:9.64% (-0.06%)
Analysis last updated: Monday, March 1, 2021 at 07:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 10.93 | |
| 0.0598 | 30.71 | |
| 0.9402 | 487.41 |
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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