ITC Holdings Corp APARCH Volatility Analysis
Inactive
Last recorded values (Friday, October 14th, 2016):
1 Day
16.47%
1 Week
16.96%
1 Month
18.69%
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 | |
|---|---|---|
| 0.0395 | 12.50 | |
| 0.0894 | 24.08 | |
| 0.9060 | 248.98 | |
| 0.4377 | 13.28 | |
| 1.1846 | 15.12 |
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Jul 26, 2005 to Oct 7, 2016
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