V-Lab
Tim Hortons ULC GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2014:23.51% (-3.56%)
Analysis last updated: Monday, March 1, 2021 at 07:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1939 | 16.57 | |
| 0.2181 | 21.16 | |
| 0.6722 | 53.46 |
Estimation Period:
Mar 24, 2006 to Dec 12, 2014
Mar 24, 2006 to Dec 12, 2014
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