Vitamin Shoppe Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1103 | 17.97 | |
| 0.2921 | 9.80 | |
| 0.4885 | 27.65 | |
| 0.1333 | 3.37 |
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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