inContact Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 14th, 2016):
1 Day
26.15%
1 Week
26.88%
1 Month
29.58%
Analysis last updated: Monday, March 1, 2021 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0831 | 9.71 | |
| 0.0000 | 0.00 | |
| 0.9679 | 663.88 | |
| 0.0596 | 13.75 |
Estimation Period:
Jan 12, 1998 to Nov 11, 2016
Jan 12, 1998 to Nov 11, 2016
Other GJR-GARCH Analyses on Equities