Pep Boys-Manny Moe & Jack/The EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 2.70 | |
| 0.0271 | 4.74 | |
| 0.9970 | 1,143.31 | |
| -0.0303 | -13.26 |
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Jan 2, 1990 to Jan 29, 2016
News Impact Curve
Volatility Forecasts
Other Pep Boys-Manny Moe & Jack/The Analyses
Other EGARCH Analyses on Equities