Red Hat LLC GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 6th, 2019):
1 Day
16.07%
1 Week
17.32%
1 Month
21.61%
Analysis last updated: Monday, March 1, 2021 at 06:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0828 | 11.05 | |
| 0.0821 | 18.96 | |
| 0.9179 | 271.80 |
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Aug 12, 1999 to Aug 2, 2019
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