Time Warner Inc APARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 15th, 2018):
1 Day
15.20%
1 Week
15.48%
1 Month
16.56%
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 | |
|---|---|---|
| 0.0170 | 7.99 | |
| 0.0555 | 29.54 | |
| 0.9445 | 571.04 | |
| 0.1543 | 7.77 | |
| 1.9102 | 34.73 |
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Mar 20, 1992 to Jun 8, 2018
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