TreeHouse Private Brands Inc APARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
9.94%
1 Week
13.37%
1 Month
23.34%
Analysis last updated: Monday, July 14, 2014 at 05:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1257 | 8.97 | |
| 0.1374 | 18.20 | |
| 0.8273 | 65.16 | |
| 0.1756 | 3.68 | |
| 0.6731 | 14.39 |
Estimation Period:
Mar 28, 1994 to Feb 21, 2013
Mar 28, 1994 to Feb 21, 2013
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