Southern Co Gas APARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2016):
1 Day
6.44%
1 Week
7.02%
1 Month
9.14%
Analysis last updated: Thursday, June 30, 2016 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 22.68 | |
| 0.0831 | 36.23 | |
| 0.9169 | 400.40 | |
| 0.2666 | 12.69 | |
| 1.1616 | 25.43 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
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