V-Lab
Tim Hortons ULC EGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2014:23.62% (-3.62%)
Analysis last updated: Monday, March 1, 2021 at 06:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 12.58 | |
| 0.3887 | 28.14 | |
| 0.8633 | 97.35 | |
| -0.0076 | -0.70 |
Estimation Period:
Mar 24, 2006 to Dec 12, 2014
Mar 24, 2006 to Dec 12, 2014
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