Inteliquent Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, February 10th, 2017):
1 Day
46.70%
1 Week
51.66%
1 Month
55.63%
Analysis last updated: Monday, March 1, 2021 at 06:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9536 | 11.81 | |
| 0.0440 | 4.90 | |
| 0.5432 | 22.15 | |
| 0.2151 | 6.19 |
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Nov 5, 2007 to Feb 3, 2017
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