Shoppers Drug Mart Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 3.86 | |
| 0.1080 | 12.26 | |
| 0.9693 | 224.84 | |
| -0.0182 | -2.39 |
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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