Perry Ellis International Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1629 | 9.16 | |
| 0.1586 | 5.64 | |
| 0.5469 | 8.01 | |
| -0.0554 | -1.20 | |
| 0.1870 | 2.75 | |
| -0.3512 | -6.92 | |
| 0.4524 | 8.26 | |
| -0.3319 | -5.60 | |
| 0.0466 | 0.68 | |
| 0.1334 | 1.23 | |
| -0.2579 | -1.68 |
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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