Inteliquent Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, February 10th, 2017):
1 Day
4.66%
1 Week
4.96%
1 Month
6.02%
Analysis last updated: Thursday, March 26, 2026 at 06:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9045 | 9.64 | |
| 0.0607 | 56.87 | |
| 0.9990 | 4,826.09 | |
| 2.9556 | 323.34 |
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Nov 5, 2007 to Feb 3, 2017
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