ITC Holdings Corp APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 12.50 | |
| 0.0894 | 24.08 | |
| 0.9060 | 248.98 | |
| 0.4377 | 13.28 | |
| 1.1846 | 15.12 |
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Jul 26, 2005 to Oct 7, 2016
News Impact Curve
Volatility Forecasts
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