Alaska Communications Systems Group Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 23rd, 2021):
1 Day
22.94%
1 Week
24.70%
1 Month
30.29%
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 | |
|---|---|---|
| 0.1962 | 14.45 | |
| 0.0881 | 18.33 | |
| 0.8987 | 178.10 |
Estimation Period:
Nov 18, 1999 to Jul 16, 2021
Nov 18, 1999 to Jul 16, 2021
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