Time Warner Cable Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, May 18th, 2016):
1 Day
20.82%
1 Week
22.43%
1 Month
26.44%
Analysis last updated: Tuesday, May 17, 2016 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2437 | 15.21 | |
| 0.2297 | 19.74 | |
| 0.6307 | 53.33 | |
| 0.1664 | 7.26 |
Estimation Period:
Jan 9, 2007 to May 13, 2016
Jan 9, 2007 to May 13, 2016
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