Fidium Holdings LLC GARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 27th, 2024):
1 Day
6.34%
1 Week
6.45%
1 Month
6.86%
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 | |
|---|---|---|
| 0.0027 | 4.59 | |
| 0.0440 | 25.44 | |
| 0.9560 | 564.35 |
Estimation Period:
Jul 22, 2005 to Dec 24, 2024
Jul 22, 2005 to Dec 24, 2024
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