Hudson's Bay Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1716 | 7.28 | |
| 0.0007 | 0.35 | |
| 0.9103 | 153.23 | |
| 0.1428 | 8.82 |
Estimation Period:
Nov 20, 2012 to Feb 28, 2020
Nov 20, 2012 to Feb 28, 2020
News Impact Curve
Volatility Forecasts
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