SCANA Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 1st, 2019):
1 Day
35.66%
1 Week
35.48%
1 Month
34.79%
Analysis last updated: Tuesday, January 1, 2019 at 04:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 14.12 | |
| 0.0568 | 36.12 | |
| 0.9357 | 535.60 | |
| 0.1717 | 9.42 |
Estimation Period:
Jan 2, 1990 to Dec 28, 2018
Jan 2, 1990 to Dec 28, 2018
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