PetSmart LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2102 | 7.12 | |
| 0.0740 | 4.90 | |
| 0.8499 | 26.23 | |
| 0.1282 | 3.27 | |
| -0.2447 | -3.95 | |
| 0.1335 | 2.23 | |
| 0.0307 | 0.52 | |
| -0.1033 | -2.10 | |
| 0.0945 | 2.68 |
Estimation Period:
Jul 23, 1993 to Mar 6, 2015
Jul 23, 1993 to Mar 6, 2015
News Impact Curve
Volatility Forecasts
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