LinkedIn Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, December 8th, 2016):
1 Day
10.21%
1 Week
15.17%
1 Month
37.10%
Analysis last updated: Monday, March 1, 2021 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2933 | 13.99 | |
| 0.6111 | 23.82 | |
| 0.9013 | 164.77 | |
| -0.1967 | -13.36 |
Estimation Period:
May 20, 2011 to Dec 2, 2016
May 20, 2011 to Dec 2, 2016
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