Inteliquent Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 10th, 2017):
1 Day
47.89%
1 Week
52.25%
1 Month
55.10%
Analysis last updated: Thursday, February 9, 2017 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7755 | 13.30 | |
| 0.1351 | 12.54 | |
| 0.4969 | 20.03 | |
| 2.4637 | 15.87 |
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Nov 5, 2007 to Feb 3, 2017
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