V-Lab
Harry Winston Diamond Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 3rd, 2017:12.09% (-0.15%)
Analysis last updated: Thursday, November 2, 2017 at 11:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7192 | 4.12 | |
| 0.0722 | 6.59 | |
| 0.9076 | 79.42 | |
| -0.1839 | -3.39 | |
| 0.3363 | 3.88 | |
| -0.2654 | -3.34 | |
| 0.2048 | 2.66 | |
| -0.1075 | -1.73 | |
| -0.0469 | -0.71 | |
| 0.1047 | 1.05 |
Estimation Period:
Jan 1, 1990 to Oct 27, 2017
Jan 1, 1990 to Oct 27, 2017
News Impact Curve
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