Time Warner Cable Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 18th, 2016):
1 Day
25.04%
1 Week
25.71%
1 Month
27.48%
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 | |
|---|---|---|
| 0.1170 | 5.57 | |
| 0.1055 | 21.11 | |
| 0.8375 | 101.28 | |
| 0.9536 | 10.45 |
Estimation Period:
Jan 9, 2007 to May 13, 2016
Jan 9, 2007 to May 13, 2016
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