True Religion Apparel Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, August 2nd, 2013):
1 Day
7.45%
1 Week
6.03%
1 Month
5.72%
Analysis last updated: Monday, March 1, 2021 at 06:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -5.0000 | -2.04 | |
| 2.0000 | 1.63 | |
| -1.0000 | -3.93 | |
| -0.0986 | -0.10 |
Estimation Period:
Jul 31, 2003 to Aug 1, 2013
Jul 31, 2003 to Aug 1, 2013
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