tw telecom inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
16.85%
1 Week
17.05%
1 Month
17.82%
Analysis last updated: Monday, March 1, 2021 at 05:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 3.49 | |
| 0.0100 | 6.13 | |
| 0.9692 | 625.72 | |
| 0.0415 | 15.17 |
Estimation Period:
May 13, 1999 to Dec 26, 2014
May 13, 1999 to Dec 26, 2014
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