Premiere Global Services Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, December 9th, 2015):
1 Day
16.45%
1 Week
16.89%
1 Month
18.77%
Analysis last updated: Monday, March 1, 2021 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 4.30 | |
| 0.0904 | 23.11 | |
| 0.9922 | 672.70 | |
| -0.0759 | -20.47 |
Estimation Period:
Jul 31, 1996 to Dec 4, 2015
Jul 31, 1996 to Dec 4, 2015
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