NTELOS Holdings Corp Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, May 9th, 2016):
1 Day
5.83%
1 Week
5.89%
1 Month
6.09%
Analysis last updated: Friday, May 6, 2016 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 2.93 | |
| 0.1295 | 18.72 | |
| 0.8465 | 258.00 | |
| 0.0480 | 3.62 |
Estimation Period:
Feb 10, 2006 to May 6, 2016
Feb 10, 2006 to May 6, 2016
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