Pep Boys-Manny Moe & Jack/The GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6365 | 10.14 | |
| 0.1034 | 16.58 | |
| 0.8286 | 81.25 |
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 GARCH Analyses on Equities