AboveNet Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, July 2nd, 2012):
1 Day
1.92%
1 Week
1.98%
1 Month
2.27%
Analysis last updated: Monday, March 1, 2021 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 3.91 | |
| 0.2109 | 20.54 | |
| 0.9983 | 692.81 | |
| -0.0751 | -8.86 |
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Dec 16, 2003 to Jun 29, 2012
Other EGARCH Analyses on Equities