NII Holdings Inc APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 2nd, 2020):
1 Day
35.47%
1 Week
37.54%
1 Month
44.99%
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 | |
|---|---|---|
| 0.1900 | 4.42 | |
| 0.0764 | 9.67 | |
| 0.9236 | 105.99 | |
| 0.2931 | 8.46 | |
| 1.5747 | 17.54 |
Estimation Period:
Jul 6, 2015 to Dec 31, 2019
Jul 6, 2015 to Dec 31, 2019
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