Vitamin Shoppe Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 6.06 | |
| 0.0913 | 19.15 | |
| 0.9909 | 513.66 | |
| -0.0188 | -3.28 |
Estimation Period:
Oct 28, 2009 to Dec 13, 2019
Oct 28, 2009 to Dec 13, 2019
News Impact Curve
Volatility Forecasts
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