Reitmans (Canada) -Cl A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.90% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2863 | 4.46 | |
| 0.1915 | 8.29 | |
| 0.6821 | 20.45 | |
| 0.0449 | 0.82 | |
| -0.0420 | -0.53 | |
| 0.0252 | 0.42 | |
| -0.0755 | -1.04 | |
| 0.0449 | 0.66 | |
| 0.0572 | 1.01 | |
| -0.1040 | -1.93 | |
| 0.1627 | 2.38 | |
| -0.2883 | -3.14 | |
| 0.2553 | 3.77 |
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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