Altair Engineering Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, March 26th, 2025):
1 Day
4.22%
1 Week
4.42%
1 Month
5.29%
Analysis last updated: Tuesday, March 25, 2025 at 09:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 8.72 | |
| 0.1618 | 23.17 | |
| 0.9939 | 998.89 | |
| -0.0177 | -2.61 |
Estimation Period:
Nov 1, 2017 to Mar 21, 2025
Nov 1, 2017 to Mar 21, 2025
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