AboveNet Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, July 2nd, 2012):
1 Day
2.88%
1 Week
3.21%
1 Month
4.28%
Analysis last updated: Thursday, March 26, 2026 at 05:12 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0453 | 5.41 | |
| 0.1058 | 66.62 | |
| 0.9990 | 4,970.15 | |
| 2.8675 | 279.11 |
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Dec 16, 2003 to Jun 29, 2012
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