Inteliquent Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 10th, 2017):
1 Day
45.20%
1 Week
45.45%
1 Month
46.35%
Analysis last updated: Monday, March 1, 2021 at 05:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1412 | 4.24 | |
| 0.0122 | 7.96 | |
| 0.9760 | 251.40 |
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Nov 5, 2007 to Feb 3, 2017
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