Alaska Communications Systems Group Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 23rd, 2021):
1 Day
10.89%
1 Week
11.52%
1 Month
14.42%
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 | |
|---|---|---|
| 0.0465 | 17.76 | |
| 0.1603 | 25.87 | |
| 0.9873 | 1,038.17 | |
| -0.0017 | -0.28 |
Estimation Period:
Nov 18, 1999 to Jul 16, 2021
Nov 18, 1999 to Jul 16, 2021
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