Time Warner Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, June 15th, 2018):
1 Day
15.03%
1 Week
15.19%
1 Month
15.80%
Analysis last updated: Thursday, March 26, 2026 at 02:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 10.4508 | 5.70 | |
| 0.0564 | 76.36 | |
| 0.9990 | 5,808.14 | |
| 5.2431 | 34.88 |
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Mar 20, 1992 to Jun 8, 2018
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