Reitmans (Canada) -Cl A Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.37% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3829 | 4.73 | |
| 0.1925 | 8.41 | |
| 0.6813 | 20.58 | |
| 0.0802 | 1.52 | |
| -0.0993 | -1.29 | |
| 0.0639 | 1.08 | |
| -0.1030 | -1.42 | |
| 0.0601 | 0.88 | |
| 0.0527 | 0.94 | |
| -0.1052 | -1.92 | |
| 0.1629 | 2.19 | |
| -0.2791 | -2.49 | |
| 0.2158 | 1.46 |
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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