NTELOS Holdings Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, May 9th, 2016):
1 Day
9.02%
1 Week
9.37%
1 Month
11.00%
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 | |
|---|---|---|
| -0.0003 | -0.52 | |
| 0.1460 | 30.05 | |
| 0.8913 | 350.37 | |
| 0.0618 | 1.77 |
Estimation Period:
Feb 10, 2006 to May 6, 2016
Feb 10, 2006 to May 6, 2016
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