Tumi Holdings Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5337 | 5.26 | |
| 0.2326 | 2.24 | |
| 0.1584 | 1.19 | |
| -3.4830 | -1.36 | |
| 5.1135 | 1.22 | |
| -2.2351 | -0.61 | |
| 1.5731 | 0.42 | |
| -0.7010 | -0.17 | |
| -0.1719 | -0.03 | |
| 0.1176 | 0.02 | |
| -25.8836 | -2.54 |
Estimation Period:
Apr 19, 2012 to Jul 29, 2016
Apr 19, 2012 to Jul 29, 2016
News Impact Curve
Volatility Forecasts
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