Red Hat LLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, July 9th, 2019):
1 Day
11.48%
1 Week
12.02%
1 Month
13.98%
Analysis last updated: Saturday, August 3, 2019 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 13.26 | |
| 0.0934 | 30.45 | |
| 0.8727 | 326.36 | |
| 0.0678 | 12.76 |
Estimation Period:
Aug 12, 1999 to Jun 28, 2019
Aug 12, 1999 to Jun 28, 2019
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