Level 3 Communications Inc APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 1st, 2017):
1 Day
23.20%
1 Week
23.34%
1 Month
23.89%
Analysis last updated: Tuesday, October 31, 2017 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 7.12 | |
| 0.0235 | 9.67 | |
| 0.9756 | 953.67 | |
| 0.2647 | 9.59 | |
| 1.9320 | 14.18 |
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Oct 13, 1997 to Oct 27, 2017
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