PetSmart LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 8.53 | |
| 0.1132 | 40.73 | |
| 0.9887 | 1,136.45 | |
| -0.0694 | -20.66 |
Estimation Period:
Jul 23, 1993 to Mar 6, 2015
Jul 23, 1993 to Mar 6, 2015
News Impact Curve
Volatility Forecasts
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