Red Hat LLC EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 6th, 2019):
1 Day
3.34%
1 Week
3.53%
1 Month
4.43%
Analysis last updated: Monday, March 1, 2021 at 06:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 10.07 | |
| 0.1425 | 25.71 | |
| 0.9930 | 1,197.79 | |
| -0.0539 | -10.41 |
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Aug 12, 1999 to Aug 2, 2019
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