Perry Ellis International Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 5.24 | |
| 0.0000 | 0.00 | |
| 0.9805 | 1,125.68 | |
| 0.0342 | 20.00 |
Estimation Period:
May 21, 1993 to Oct 19, 2018
May 21, 1993 to Oct 19, 2018
News Impact Curve
Volatility Forecasts
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