V-Lab: Tim Hortons ULC GAS-GARCH Student T Volatility Analysis

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V-Lab

Tim Hortons ULC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 15th, 2014:23.22% (-1.78%)

Analysis last updated: Monday, March 1, 2021 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6972	4.49
$α$	0.0920	16.29
$β$	0.9667	118.12
$ν$	4	6.09

Estimation Period:
Mar 24, 2006 to Dec 12, 2014