Shoppers Drug Mart Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 3.94 | |
| 0.0000 | 0.00 | |
| 0.9311 | 133.13 | |
| 0.0834 | 3.91 |
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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