GCI Liberty Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
32.82%
1 Week
34.07%
1 Month
38.33%
Analysis last updated: Thursday, March 8, 2018 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1811 | 12.89 | |
| 0.0915 | 42.39 | |
| 0.8950 | 395.85 | |
| 0.7059 | 10.16 |
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Jan 2, 1990 to Mar 2, 2018
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