Time Warner Cable Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, May 18th, 2016):
1 Day
18.44%
1 Week
18.95%
1 Month
20.65%
Analysis last updated: Thursday, March 26, 2026 at 05:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4260 | 3.88 | |
| 0.0841 | 21.39 | |
| 0.9814 | 213.87 | |
| 4.2840 | 8.33 |
Estimation Period:
Jan 9, 2007 to May 13, 2016
Jan 9, 2007 to May 13, 2016
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