Southern Co Gas GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2016):
1 Day
7.71%
1 Week
8.24%
1 Month
9.99%
Analysis last updated: Monday, March 1, 2021 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 20.39 | |
| 0.0779 | 38.25 | |
| 0.9119 | 427.92 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
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