Pep Boys-Manny Moe & Jack/The Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7971 | 9.32 | |
| 0.1674 | 5.61 | |
| 0.5014 | 7.29 | |
| -0.1310 | -1.92 | |
| 0.1856 | 1.73 | |
| -0.0003 | -0.00 | |
| -0.0565 | -0.80 | |
| -0.1137 | -1.43 | |
| 0.1594 | 1.70 | |
| 0.0882 | 1.03 | |
| -0.3134 | -2.98 | |
| 0.2458 | 1.52 | |
| -0.0542 | -0.39 |
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
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