ITC Holdings Corp MEM Volatility Analysis
Inactive
Last recorded values (Friday, October 14th, 2016):
1 Day
18.63%
1 Week
19.57%
1 Month
22.49%
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 | |
|---|---|---|
| 0.1079 | 5.91 | |
| 0.3059 | 30.52 | |
| 0.6691 | 58.33 |
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Jul 26, 2005 to Oct 7, 2016
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