Jean Coutu Group PJC Inc/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 12.37 | |
| 0.0558 | 13.54 | |
| 0.9308 | 414.24 | |
| 0.0252 | 3.10 |
Estimation Period:
Jan 1, 1990 to May 11, 2018
Jan 1, 1990 to May 11, 2018
News Impact Curve
Volatility Forecasts
Other Jean Coutu Group PJC Inc/The Analyses
Other GJR-GARCH Analyses on International Equities