TreeHouse Private Brands Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3429 | 11.99 | |
| 0.2255 | 9.29 | |
| 0.4339 | 14.31 | |
| 0.1229 | 2.15 |
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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