V-Lab
V-Lab
True Religion Apparel Inc Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, July 31st, 2013:16.03% (-0.06%)

Analysis last updated: Friday, April 29, 2016 at 05:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of True Religion Apparel Inc AMEM
paramt-stat
ω0.285716.29
α0.292022.18
β0.696379.98
γ0.02331.08
Estimation Period:
Aug 1, 2003 to Jul 30, 2013
Impact of return on volatility tomorrow
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