SCANA Corp GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 1st, 2019):
1 Day
37.00%
1 Week
36.83%
1 Month
36.16%
Analysis last updated: Monday, March 1, 2021 at 06:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 14.99 | |
| 0.0580 | 35.43 | |
| 0.9352 | 515.56 |
Estimation Period:
Jan 2, 1990 to Dec 28, 2018
Jan 2, 1990 to Dec 28, 2018
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