FairPoint Communications Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, July 5th, 2017):
1 Day
33.35%
1 Week
33.69%
1 Month
34.94%
Analysis last updated: Thursday, March 26, 2026 at 02:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3665 | 4.98 | |
| 0.0516 | 26.46 | |
| 0.9883 | 451.68 | |
| 4.2810 | 8.95 |
Estimation Period:
May 18, 2011 to Jul 3, 2017
May 18, 2011 to Jul 3, 2017
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