True Religion Apparel Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 2nd, 2013):
1 Day
42.60%
1 Week
52.84%
1 Month
68.52%
Analysis last updated: Monday, December 29, 2014 at 06:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0562 | 11.56 | |
| 0.3044 | 15.60 | |
| 0.5744 | 28.19 | |
| -0.1172 | -1.14 |
Estimation Period:
Jul 31, 2003 to Aug 1, 2013
Jul 31, 2003 to Aug 1, 2013
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