Inteliquent Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 10th, 2017):
1 Day
24.39%
1 Week
25.31%
1 Month
29.08%
Analysis last updated: Monday, March 1, 2021 at 07:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 4.98 | |
| 0.0666 | 9.36 | |
| 0.9827 | 302.46 | |
| -0.0460 | -7.70 |
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Nov 5, 2007 to Feb 3, 2017
Other EGARCH Analyses on Equities