NII Holdings Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Thursday, January 2nd, 2020):
1 Day
27.04%
1 Week
27.36%
1 Month
28.61%
Analysis last updated: Thursday, March 26, 2026 at 04:44 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 23.5901 | 12.26 | |
| 0.0561 | 46.54 | |
| 0.9983 | 2,599.75 | |
| 2.5538 | 521.83 |
Estimation Period:
Jul 6, 2015 to Dec 31, 2019
Jul 6, 2015 to Dec 31, 2019
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