Premiere Global Services Inc GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, December 9th, 2015):
1 Day
28.13%
1 Week
29.15%
1 Month
32.74%
Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1445 | 11.70 | |
| 0.0562 | 27.17 | |
| 0.9353 | 411.48 |
Estimation Period:
Jul 31, 1996 to Dec 4, 2015
Jul 31, 1996 to Dec 4, 2015
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