ITC Holdings Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, October 14th, 2016):
1 Day
16.96%
1 Week
17.60%
1 Month
19.50%
Analysis last updated: Thursday, October 13, 2016 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 7.02 | |
| 0.1066 | 32.05 | |
| 0.8574 | 260.76 | |
| 0.6564 | 13.09 |
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Jul 26, 2005 to Oct 7, 2016
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