TreeHouse Private Brands Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 22nd, 2013):
1 Day
12.99%
1 Week
16.37%
1 Month
26.05%
Analysis last updated: Monday, March 1, 2021 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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