Fidium Holdings LLC APARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 27th, 2024):
1 Day
7.52%
1 Week
8.41%
1 Month
12.38%
Analysis last updated: Thursday, December 26, 2024 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 17.90 | |
| 0.0807 | 21.32 | |
| 0.9193 | 284.43 | |
| 0.2526 | 6.53 | |
| 0.5000 | 15.68 |
Estimation Period:
Jul 22, 2005 to Dec 24, 2024
Jul 22, 2005 to Dec 24, 2024
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