V-Lab
Jean Coutu Group PJC Inc/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 15th, 2018:8.33% (-0.17%)
Analysis last updated: Monday, March 1, 2021 at 08:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5399 | 8.92 | |
| 0.0463 | 86.13 | |
| 0.9975 | 4054.94 | |
| 3 | 148.96 |
Estimation Period:
Jan 1, 1990 to May 11, 2018
Jan 1, 1990 to May 11, 2018
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