Mattress Firm Holding Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5296 | 1.60 | |
| 0.0000 | 0.00 | |
| 0.9121 | 4.21 | |
| -6.1899 | -1.22 | |
| 6.4179 | 0.93 | |
| 1.1706 | 0.35 | |
| -2.6052 | -0.87 | |
| 1.1848 | 0.35 | |
| 2.3808 | 0.78 | |
| -4.6536 | -1.49 | |
| 7.5057 | 1.46 |
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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