NII Holdings Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Thursday, January 2nd, 2020):
1 Day
30.26%
1 Week
33.23%
1 Month
43.12%
Analysis last updated: Wednesday, January 1, 2020 at 12:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3747 | 8.95 | |
| 0.1419 | 10.18 | |
| 0.8171 | 93.20 | |
| 0.0821 | 3.78 |
Estimation Period:
Jul 6, 2015 to Dec 31, 2019
Jul 6, 2015 to Dec 31, 2019
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