Southern Co Gas GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2016):
1 Day
8.36%
1 Week
8.95%
1 Month
10.83%
Analysis last updated: Monday, March 1, 2021 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 19.43 | |
| 0.0523 | 17.42 | |
| 0.9087 | 405.30 | |
| 0.0509 | 8.41 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
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