True Religion Apparel Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 2nd, 2013):
1 Day
42.54%
1 Week
52.72%
1 Month
68.42%
Analysis last updated: Monday, March 1, 2021 at 05:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0310 | 11.42 | |
| 0.3104 | 11.70 | |
| 0.5776 | 28.16 | |
| -0.0159 | -0.46 |
Estimation Period:
Jul 31, 2003 to Aug 1, 2013
Jul 31, 2003 to Aug 1, 2013
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