HD Supply Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0250 | 4.22 | |
| 0.1245 | 3.76 | |
| 0.6893 | 7.47 | |
| -1.2193 | -1.33 | |
| 2.5538 | 1.83 | |
| -2.2356 | -1.98 | |
| 1.1237 | 0.85 | |
| -0.4249 | -0.28 | |
| 0.3259 | 0.22 | |
| 0.7761 | 0.65 | |
| -1.6631 | -1.81 |
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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