SCANA Corp APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 1st, 2019):
1 Day
34.83%
1 Week
34.65%
1 Month
33.99%
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 | |
|---|---|---|
| 0.0130 | 17.30 | |
| 0.0634 | 35.65 | |
| 0.9366 | 529.46 | |
| 0.1795 | 10.94 | |
| 1.5287 | 33.41 |
Estimation Period:
Jan 2, 1990 to Dec 28, 2018
Jan 2, 1990 to Dec 28, 2018
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