Fidium Holdings LLC GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 27th, 2024):
1 Day
5.88%
1 Week
5.97%
1 Month
6.30%
Analysis last updated: Thursday, December 26, 2024 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 3.66 | |
| 0.0229 | 10.53 | |
| 0.9612 | 594.80 | |
| 0.0318 | 8.55 |
Estimation Period:
Jul 22, 2005 to Dec 24, 2024
Jul 22, 2005 to Dec 24, 2024
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