TreeHouse Private Brands Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, January 30th, 2013):
1 Day
18.59%
1 Week
24.36%
1 Month
30.55%
Analysis last updated: Monday, December 29, 2014 at 05:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8621 | 10.78 | |
| 0.4184 | 20.58 | |
| 0.3709 | 19.50 | |
| 0.0344 | 1.22 |
Estimation Period:
Mar 28, 1994 to Jan 29, 2013
Mar 28, 1994 to Jan 29, 2013
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