Harry Winston Diamond Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7192 | 4.12 | |
| 0.0722 | 6.59 | |
| 0.9076 | 79.42 | |
| -0.1839 | -3.39 | |
| 0.3363 | 3.88 | |
| -0.2654 | -3.34 | |
| 0.2048 | 2.66 | |
| -0.1075 | -1.73 | |
| -0.0469 | -0.71 | |
| 0.1047 | 1.05 |
Estimation Period:
Jan 1, 1990 to Oct 27, 2017
Jan 1, 1990 to Oct 27, 2017
News Impact Curve
Volatility Forecasts
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