Tuesday Morning Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8050 | 5.78 | |
| 0.1005 | 3.74 | |
| 0.7108 | 10.16 | |
| -0.5785 | -3.00 | |
| 0.7354 | 2.33 | |
| -0.1164 | -0.43 | |
| 0.2440 | 1.00 | |
| -0.7119 | -3.62 | |
| 0.5173 | 2.81 | |
| 0.0484 | 0.22 | |
| -0.1909 | -0.71 | |
| -0.0128 | -0.05 | |
| 0.1113 | 0.55 |
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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