NII Holdings Inc GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, January 2nd, 2020):
1 Day
39.70%
1 Week
42.06%
1 Month
50.41%
Analysis last updated: Monday, March 1, 2021 at 08:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3831 | 4.48 | |
| 0.0934 | 10.29 | |
| 0.9066 | 91.29 |
Estimation Period:
Jul 6, 2015 to Dec 31, 2019
Jul 6, 2015 to Dec 31, 2019
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