Premiere Global Services Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, December 9th, 2015):
1 Day
23.47%
1 Week
24.46%
1 Month
28.07%
Analysis last updated: Monday, March 1, 2021 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 5.75 | |
| 0.0036 | 2.32 | |
| 0.9464 | 542.95 | |
| 0.0984 | 16.39 |
Estimation Period:
Jul 31, 1996 to Dec 4, 2015
Jul 31, 1996 to Dec 4, 2015
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