TreeHouse Private Brands Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
24.71%
1 Week
29.36%
1 Month
32.08%
Analysis last updated: Monday, July 14, 2014 at 06:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3939 | 12.10 | |
| 0.2778 | 20.80 | |
| 0.4217 | 13.51 | |
| 0.1585 | 1.37 |
Estimation Period:
Mar 28, 1994 to Feb 21, 2013
Mar 28, 1994 to Feb 21, 2013
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