Southern Co Gas MEM Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2016):
1 Day
4.36%
1 Week
4.78%
1 Month
6.18%
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 | |
|---|---|---|
| 0.0076 | 11.13 | |
| 0.1476 | 49.01 | |
| 0.8524 | 405.51 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
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