Fusion CB Holdings Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
0.04%
1 Week
0.05%
1 Month
0.06%
Analysis last updated: Friday, November 20, 2015 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1494 | 12.74 | |
| 0.8506 | 293.83 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 3, 2005 to Dec 26, 2014
Nov 3, 2005 to Dec 26, 2014
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