Integrys Energy Group Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, June 30th, 2015):
1 Day
20.07%
1 Week
20.08%
1 Month
20.09%
Analysis last updated: Monday, June 29, 2015 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 27.90 | |
| 0.1534 | 34.96 | |
| 0.7965 | 251.75 | |
| 0.0548 | 6.37 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2015
Jan 2, 1990 to Jun 26, 2015
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