V-Lab
Tim Hortons ULC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2014:23.52% (-6.99%)
Analysis last updated: Friday, January 29, 2016 at 03:43 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3287 | 4.63 | |
| 0.3618 | 2.91 | |
| 0.4984 | 5.43 | |
| 0.0043 | 1.46 |
Estimation Period:
Mar 24, 2006 to Dec 12, 2014
Mar 24, 2006 to Dec 12, 2014
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