Time Warner Cable Inc APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 18th, 2016):
1 Day
20.35%
1 Week
20.66%
1 Month
21.85%
Analysis last updated: Tuesday, May 17, 2016 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 8.00 | |
| 0.0300 | 5.52 | |
| 0.9658 | 280.18 | |
| 0.9497 | 5.97 | |
| 1.1107 | 12.26 |
Estimation Period:
Jan 9, 2007 to May 13, 2016
Jan 9, 2007 to May 13, 2016
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