Tuesday Morning Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9398 | 7.12 | |
| 0.0148 | 2.58 | |
| 0.9643 | 71.84 | |
| -0.3160 | -3.25 | |
| 0.4260 | 2.86 | |
| 0.1003 | 0.76 | |
| -0.4578 | -2.89 | |
| 0.2665 | 1.93 | |
| 0.1476 | 1.01 | |
| -0.4258 | -2.52 | |
| 0.7793 | 3.42 |
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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