Fidium Holdings LLC AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, December 27th, 2024):
1 Day
5.57%
1 Week
5.73%
1 Month
6.37%
Analysis last updated: Thursday, December 26, 2024 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0036 | -1.70 | |
| 0.0639 | 33.94 | |
| 0.9448 | 593.49 | |
| 0.3087 | 5.43 |
Estimation Period:
Jul 22, 2005 to Dec 24, 2024
Jul 22, 2005 to Dec 24, 2024
Other AGARCH Analyses on Equities