NTELOS Holdings Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 9th, 2016):
1 Day
2.56%
1 Week
2.62%
1 Month
2.86%
Analysis last updated: Monday, March 1, 2021 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 2.67 | |
| 0.0680 | 11.33 | |
| 0.9165 | 377.30 | |
| 0.0310 | 3.54 |
Estimation Period:
Feb 10, 2006 to May 6, 2016
Feb 10, 2006 to May 6, 2016
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