NTELOS Holdings Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 9th, 2016):
1 Day
2.79%
1 Week
2.97%
1 Month
3.87%
Analysis last updated: Monday, March 1, 2021 at 06:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 13.75 | |
| 0.2320 | 26.65 | |
| 0.9935 | 1,105.09 | |
| -0.0124 | -1.58 |
Estimation Period:
Feb 10, 2006 to May 6, 2016
Feb 10, 2006 to May 6, 2016
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