TreeHouse Private Brands Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
2.83%
1 Week
3.11%
1 Month
4.03%
Analysis last updated: Thursday, March 26, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3035 | 7.96 | |
| 0.0571 | 80.58 | |
| 0.9990 | 6,529.41 | |
| 3.0220 | 373.64 |
Estimation Period:
Mar 28, 1994 to Feb 21, 2013
Mar 28, 1994 to Feb 21, 2013
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