V-Lab: Hudson's Bay Co GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Hudson's Bay Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, March 5th, 2020:13.53% (-0.63%)

Analysis last updated: Monday, March 1, 2021 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	9.7065	4.46
$α$	0.1193	57.78
$β$	0.9846	295.32
$ν$	3	92.47

Estimation Period:
Nov 20, 2012 to Feb 28, 2020