TreeHouse Private Brands Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1914 | 12.53 | |
| 0.3010 | 25.77 | |
| 0.8821 | 87.09 | |
| -0.0520 | -9.03 |
Estimation Period:
Mar 28, 1994 to Feb 21, 2013
Mar 28, 1994 to Feb 21, 2013
News Impact Curve
Volatility Forecasts
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