Time Warner Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 15th, 2018):
1 Day
15.24%
1 Week
15.52%
1 Month
16.59%
Analysis last updated: Monday, March 1, 2021 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 7.00 | |
| 0.0424 | 16.33 | |
| 0.9427 | 566.89 | |
| 0.0297 | 7.10 |
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Mar 20, 1992 to Jun 8, 2018
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