Tuesday Morning Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 3.57 | |
| 0.0050 | 3.13 | |
| 0.9750 | 674.76 | |
| 0.0330 | 12.53 |
Estimation Period:
Apr 22, 1999 to Jun 5, 2020
Apr 22, 1999 to Jun 5, 2020
News Impact Curve
Volatility Forecasts
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