NTELOS Holdings Corp MEM Volatility Analysis
Inactive
Last recorded values (Monday, May 9th, 2016):
1 Day
6.21%
1 Week
6.24%
1 Month
6.37%
Analysis last updated: Friday, May 6, 2016 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 1.14 | |
| 0.1470 | 34.99 | |
| 0.8530 | 278.21 |
Estimation Period:
Feb 10, 2006 to May 6, 2016
Feb 10, 2006 to May 6, 2016
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