Town Sports International Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3372 | 3.23 | |
| 0.2276 | 5.09 | |
| 0.5644 | 8.85 | |
| 0.7116 | 1.72 | |
| -1.5847 | -2.65 | |
| 1.1830 | 3.11 | |
| -0.3051 | -0.73 | |
| 0.3397 | 0.70 | |
| -1.0310 | -2.37 | |
| 1.2088 | 3.56 | |
| -0.3163 | -1.26 | |
| -0.5606 | -3.66 |
Estimation Period:
Jun 2, 2006 to Oct 29, 2021
Jun 2, 2006 to Oct 29, 2021
News Impact Curve
Volatility Forecasts
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