Pep Boys-Manny Moe & Jack/The GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 9.83 | |
| 0.0112 | 7.38 | |
| 0.9716 | 443.24 | |
| 0.0190 | 7.95 |
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 GJR-GARCH Analyses on Equities