Perfumania Holdings Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 7.37 | |
| 0.0198 | 10.61 | |
| 0.9494 | 479.25 | |
| 0.0616 | 15.51 |
Estimation Period:
Dec 19, 1991 to Oct 6, 2017
Dec 19, 1991 to Oct 6, 2017
News Impact Curve
Volatility Forecasts
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