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Pep Boys-Manny Moe & Jack/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, February 4, 2016 at 01:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pep Boys-Manny Moe & Jack/The S0GARCH
paramt-stat
ω0.79719.32
α0.16745.61
β0.50147.29
γ1-0.1310-1.92
γ20.18561.73
γ3-0.0003-0.00
γ4-0.0565-0.80
γ5-0.1137-1.43
γ60.15941.70
γ70.08821.03
γ8-0.3134-2.98
γ90.24581.52
γ10-0.0542-0.39
Estimation Period:
Jan 2, 1990 to Jan 29, 2016
Impact of return on volatility tomorrow
Volatility Forecasts