Integrys Energy Group Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 30th, 2015):
1 Day
15.86%
1 Week
16.09%
1 Month
16.90%
Analysis last updated: Friday, April 29, 2016 at 06:44 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 12.28 | |
| 0.0960 | 14.71 | |
| 0.8891 | 187.89 | |
| 0.1385 | 4.29 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Jan 2, 1990 to Jun 26, 2015
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