NTELOS Holdings Corp APARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 9th, 2016):
1 Day
6.51%
1 Week
8.06%
1 Month
15.55%
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 | |
|---|---|---|
| 0.0474 | 10.84 | |
| 0.1076 | 16.93 | |
| 0.8924 | 126.19 | |
| 0.1302 | 2.30 | |
| 0.5104 | 15.28 |
Estimation Period:
Feb 10, 2006 to May 6, 2016
Feb 10, 2006 to May 6, 2016
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