Premiere Global Services Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, December 9th, 2015):
1 Day
27.16%
1 Week
29.13%
1 Month
35.30%
Analysis last updated: Tuesday, December 8, 2015 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0450 | -0.81 | |
| 0.0801 | 37.58 | |
| 0.9030 | 505.30 | |
| 1.9944 | 12.33 |
Estimation Period:
Jul 31, 1996 to Dec 4, 2015
Jul 31, 1996 to Dec 4, 2015
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