NII Holdings Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 2nd, 2020):
1 Day
28.32%
1 Week
30.74%
1 Month
40.29%
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 | |
|---|---|---|
| 0.1559 | 3.83 | |
| 0.1524 | 19.87 | |
| 0.8724 | 111.28 | |
| 0.5275 | 2.79 |
Estimation Period:
Jul 6, 2015 to Dec 31, 2019
Jul 6, 2015 to Dec 31, 2019
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