Time Warner Cable Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 18th, 2016):
1 Day
20.95%
1 Week
21.21%
1 Month
22.15%
Analysis last updated: Monday, March 1, 2021 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 4.19 | |
| 0.0053 | 2.20 | |
| 0.9554 | 268.08 | |
| 0.0549 | 7.08 |
Estimation Period:
Jan 9, 2007 to May 13, 2016
Jan 9, 2007 to May 13, 2016
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