ITC Holdings Corp Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, October 14th, 2016):
1 Day
19.36%
1 Week
20.23%
1 Month
22.97%
Analysis last updated: Thursday, October 13, 2016 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1030 | 19.03 | |
| 0.2425 | 21.40 | |
| 0.6831 | 59.44 | |
| 0.1040 | 4.53 |
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Jul 26, 2005 to Oct 7, 2016
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