V-Lab
Hudson's Bay Co MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2020:34.01% (-0.11%)
Analysis last updated: Sunday, March 21, 2021 at 06:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.3223 | 14.71 | |
| 0.3026 | 13.71 | |
| 0.3386 | 8.39 | |
| 0.0066 | 0.19 | |
| 0.0000 | 0.00 | |
| 0.9999 | 106.84 |
Estimation Period:
Nov 20, 2012 to Mar 4, 2020
Nov 20, 2012 to Mar 4, 2020
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