Red Hat LLC APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, August 6th, 2019):
1 Day
4.44%
1 Week
5.38%
1 Month
10.06%
Analysis last updated: Saturday, August 3, 2019 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 14.49 | |
| 0.0728 | 18.82 | |
| 0.9272 | 231.33 | |
| 0.3006 | 6.95 | |
| 0.5000 | 19.77 |
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Aug 12, 1999 to Aug 2, 2019
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