tw telecom inc EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
8.98%
1 Week
9.13%
1 Month
9.76%
Analysis last updated: Monday, March 1, 2021 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 5.03 | |
| 0.0908 | 19.56 | |
| 0.9980 | 1,435.98 | |
| -0.0546 | -13.53 |
Estimation Period:
May 13, 1999 to Dec 26, 2014
May 13, 1999 to Dec 26, 2014
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