V-Lab
V-Lab
TreeHouse Private Brands Inc Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, January 30th, 2013:18.59% (0.00%)

Analysis last updated: Monday, December 29, 2014 at 05:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TreeHouse Private Brands Inc AMEM
paramt-stat
ω0.862110.78
α0.418420.58
β0.370919.50
γ0.03441.22
Estimation Period:
Mar 28, 1994 to Jan 29, 2013
Impact of return on volatility tomorrow
Volatility Forecasts