Reitmans (Canada) -Cl A MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.90% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2406 | 21.38 | |
| 0.6257 | 48.99 | |
| -0.0777 | -4.83 | |
| 0.0933 | 1.94 | |
| 0.0395 | 2.70 | |
| 0.9481 | 47.40 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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