Integrys Energy Group Inc APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 30th, 2015):
1 Day
15.93%
1 Week
16.23%
1 Month
17.32%
Analysis last updated: Thursday, October 22, 2015 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 17.64 | |
| 0.0971 | 16.38 | |
| 0.9029 | 210.91 | |
| 0.2412 | 5.98 | |
| 1.0963 | 34.08 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Jan 2, 1990 to Jun 26, 2015
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