Perry Ellis International Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1911 | 8.53 | |
| 0.1442 | 6.25 | |
| 0.6501 | 12.76 | |
| -0.0465 | -0.93 | |
| 0.1711 | 2.31 | |
| -0.3402 | -6.12 | |
| 0.4475 | 7.51 | |
| -0.3391 | -5.34 | |
| 0.0860 | 1.35 | |
| 0.0272 | 0.33 | |
| 0.0175 | 0.25 |
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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