V-Lab
Quebecor Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:17.94% (-0.63%)
Analysis last updated: Wednesday, May 1, 2024 at 01:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 22.81 | |
| 0.0787 | 14.39 | |
| 0.8759 | 240.44 | |
| 0.0507 | 6.53 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024