FairPoint Communications Inc APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, July 5th, 2017):
1 Day
31.39%
1 Week
32.93%
1 Month
36.84%
Analysis last updated: Monday, July 3, 2017 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3197 | 5.42 | |
| 0.1160 | 13.97 | |
| 0.8307 | 77.45 | |
| 0.2293 | 5.91 | |
| 1.6132 | 10.93 |
Estimation Period:
May 18, 2011 to Jul 3, 2017
May 18, 2011 to Jul 3, 2017
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