V-Lab: True Religion Apparel Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

True Religion Apparel Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, August 2nd, 2013:6.30% (-0.16%)

Analysis last updated: Monday, March 1, 2021 at 06:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.5057	7.35
$α$	0.0643	60.31
$β$	0.9990	5741.38
$ν$	3	183.32

Estimation Period:
Jul 31, 2003 to Aug 1, 2013