Inteliquent Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, February 10th, 2017):
1 Day
15.83%
1 Week
17.87%
1 Month
24.36%
Analysis last updated: Thursday, February 9, 2017 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1360 | 9.83 | |
| 0.1379 | 19.32 | |
| 0.8522 | 144.79 | |
| 0.0198 | 1.68 |
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Nov 5, 2007 to Feb 3, 2017
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