Southern Co Gas EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2016):
1 Day
4.13%
1 Week
4.39%
1 Month
5.54%
Analysis last updated: Monday, March 1, 2021 at 07:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 12.08 | |
| 0.1582 | 39.62 | |
| 0.9826 | 1,099.12 | |
| -0.0392 | -9.97 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
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