V-Lab
Jean Coutu Group PJC Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 15th, 2018:10.18% (-0.05%)
Analysis last updated: Monday, May 14, 2018 at 08:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5634 | 5.95 | |
| 0.1252 | 6.95 | |
| 0.8318 | 34.61 | |
| -0.0354 | -3.27 | |
| 0.0355 | 2.25 | |
| -0.0067 | -0.55 | |
| 0.0158 | 1.72 |
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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