Mahwah Bergen Retail Group Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1260 | 5.72 | |
| 0.0500 | 6.11 | |
| 0.9101 | 45.93 | |
| -0.0361 | -0.77 | |
| 0.1156 | 1.73 | |
| -0.1345 | -2.79 | |
| 0.0572 | 1.03 | |
| 0.0484 | 0.73 | |
| -0.1291 | -1.94 | |
| 0.1684 | 2.28 | |
| -0.0796 | -1.01 | |
| -0.0656 | -1.09 |
Estimation Period:
Jan 2, 1990 to Feb 19, 2021
Jan 2, 1990 to Feb 19, 2021
News Impact Curve
Volatility Forecasts
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