GCI Liberty Inc APARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
32.43%
1 Week
32.85%
1 Month
34.49%
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 | |
|---|---|---|
| 0.0502 | 11.75 | |
| 0.0430 | 19.56 | |
| 0.9540 | 596.64 | |
| 0.3578 | 16.01 | |
| 1.7993 | 34.38 |
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Jan 2, 1990 to Mar 2, 2018
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