Time Warner Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, June 15th, 2018):
1 Day
19.11%
1 Week
19.52%
1 Month
21.08%
Analysis last updated: Thursday, June 14, 2018 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 15.09 | |
| 0.1472 | 29.80 | |
| 0.8219 | 188.51 | |
| 0.0619 | 7.64 |
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Mar 20, 1992 to Jun 8, 2018
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