HD Supply Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5246 | 14.34 | |
| 0.2062 | 8.25 | |
| 0.6660 | 37.53 | |
| 0.0047 | 0.17 |
Estimation Period:
Jun 27, 2013 to Dec 18, 2020
Jun 27, 2013 to Dec 18, 2020
News Impact Curve
Volatility Forecasts
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