Alaska Communications Systems Group Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 23rd, 2021):
1 Day
22.83%
1 Week
24.58%
1 Month
30.18%
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 | |
|---|---|---|
| 0.1940 | 13.88 | |
| 0.0838 | 13.77 | |
| 0.8989 | 177.90 | |
| 0.0089 | 0.75 |
Estimation Period:
Nov 18, 1999 to Jul 16, 2021
Nov 18, 1999 to Jul 16, 2021
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