Mattress Firm Holding Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 0.86 | |
| 0.0486 | 4.07 | |
| 0.9698 | 38.88 | |
| -0.0870 | -6.62 |
Estimation Period:
Nov 18, 2011 to Sep 16, 2016
Nov 18, 2011 to Sep 16, 2016
News Impact Curve
Volatility Forecasts
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