Shoppers Drug Mart Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 9.90 | |
| 0.0473 | 10.63 | |
| 0.9410 | 200.13 | |
| -0.0925 | -0.49 | |
| 0.5000 | 5.55 |
Estimation Period:
Nov 22, 2001 to Mar 31, 2014
Nov 22, 2001 to Mar 31, 2014
News Impact Curve
Volatility Forecasts
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