Time Warner Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 15th, 2018):
1 Day
12.87%
1 Week
13.59%
1 Month
16.28%
Analysis last updated: Thursday, June 14, 2018 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0041 | -1.15 | |
| 0.1057 | 26.74 | |
| 0.9010 | 266.88 | |
| 0.5959 | 19.90 |
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Mar 20, 1992 to Jun 8, 2018
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