V-Lab
V-Lab
True Religion Apparel Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, August 2nd, 2013:7.45% (+6.20%)

Analysis last updated: Monday, March 1, 2021 at 06:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of True Religion Apparel Inc EGARCH
paramt-stat
ω-5.0000-2.04
α2.00001.63
β-1.0000-3.93
γ-0.0986-0.10
Estimation Period:
Jul 31, 2003 to Aug 1, 2013
Impact of return on volatility tomorrow
Volatility Forecasts