Time Warner Cable Inc GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 18th, 2016):
1 Day
21.84%
1 Week
22.21%
1 Month
23.44%
Analysis last updated: Monday, March 1, 2021 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0808 | 8.00 | |
| 0.0526 | 13.22 | |
| 0.9224 | 174.67 |
Estimation Period:
Jan 9, 2007 to May 13, 2016
Jan 9, 2007 to May 13, 2016
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