Southern Co Gas Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2016):
1 Day
4.42%
1 Week
4.85%
1 Month
6.28%
Analysis last updated: Thursday, June 30, 2016 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 24.15 | |
| 0.1401 | 37.30 | |
| 0.8530 | 405.41 | |
| 0.0138 | 2.35 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
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