Alaska Communications Systems Group Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 23rd, 2021):
1 Day
23.05%
1 Week
25.14%
1 Month
31.53%
Analysis last updated: Thursday, July 22, 2021 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2252 | 10.85 | |
| 0.0992 | 19.25 | |
| 0.8844 | 167.16 | |
| 0.3555 | 2.29 |
Estimation Period:
Nov 18, 1999 to Jul 16, 2021
Nov 18, 1999 to Jul 16, 2021
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