Altair Engineering Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, March 26th, 2025):
1 Day
22.64%
1 Week
22.84%
1 Month
23.60%
Analysis last updated: Tuesday, March 25, 2025 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 5.27 | |
| 0.0000 | 0.00 | |
| 0.9803 | 390.86 | |
| 0.0265 | 8.22 |
Estimation Period:
Nov 1, 2017 to Mar 21, 2025
Nov 1, 2017 to Mar 21, 2025
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