Tim Hortons ULC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1912 | 15.71 | |
| 0.1966 | 11.11 | |
| 0.6749 | 50.82 | |
| 0.0448 | 1.58 |
Estimation Period:
Mar 24, 2006 to Dec 12, 2014
Mar 24, 2006 to Dec 12, 2014
News Impact Curve
Volatility Forecasts
Other Tim Hortons ULC Analyses
Other GJR-GARCH Analyses on International Equities