AboveNet Inc APARCH Volatility Analysis
Inactive
Last recorded values (Monday, July 2nd, 2012):
1 Day
10.15%
1 Week
10.73%
1 Month
12.96%
Analysis last updated: Friday, November 20, 2015 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 9.24 | |
| 0.0481 | 11.01 | |
| 0.9519 | 384.90 | |
| 0.7610 | 7.79 | |
| 1.4215 | 14.37 |
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Dec 16, 2003 to Jun 29, 2012
Other APARCH Analyses on Equities