tw telecom inc APARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
16.20%
1 Week
16.46%
1 Month
17.52%
Analysis last updated: Saturday, December 27, 2014 at 05:31 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 7.99 | |
| 0.0259 | 12.18 | |
| 0.9741 | 658.61 | |
| 0.7596 | 6.71 | |
| 1.4224 | 18.77 |
Estimation Period:
May 13, 1999 to Dec 26, 2014
May 13, 1999 to Dec 26, 2014
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