GCI Liberty Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
30.11%
1 Week
30.71%
1 Month
32.93%
Analysis last updated: Monday, March 1, 2021 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 14.54 | |
| 0.0581 | 30.02 | |
| 0.9373 | 470.79 |
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Jan 2, 1990 to Mar 2, 2018
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