Red Hat LLC AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 6th, 2019):
1 Day
3.13%
1 Week
3.65%
1 Month
5.87%
Analysis last updated: Saturday, August 3, 2019 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.46 | |
| 0.1888 | 32.51 | |
| 0.8714 | 366.44 | |
| 0.1609 | 4.60 |
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Aug 12, 1999 to Aug 2, 2019
Other AGARCH Analyses on Equities