TreeHouse Private Brands Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
24.70%
1 Week
29.38%
1 Month
32.96%
Analysis last updated: Monday, March 1, 2021 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4121 | 12.47 | |
| 0.2806 | 21.21 | |
| 0.4167 | 13.50 |
Estimation Period:
Mar 28, 1994 to Feb 21, 2013
Mar 28, 1994 to Feb 21, 2013
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