Vitamin Shoppe Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9657 | 8.77 | |
| 0.2217 | 3.17 | |
| 0.0000 | 0.00 | |
| 0.1303 | 0.35 | |
| -0.0953 | -0.14 | |
| -0.2407 | -0.36 | |
| 0.4872 | 0.79 | |
| -0.2874 | -0.56 | |
| 0.1504 | 0.31 | |
| -0.1683 | -0.34 | |
| -1.9536 | -2.81 |
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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