V-Lab: SureWest Communications APARCH Volatility Analysis

V-Lab

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V-Lab

SureWest Communications APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 3rd, 2012:25.14% (+5.40%)

Analysis last updated: Monday, December 29, 2014 at 06:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1015	14.63
$α$	0.1573	24.74
$β$	0.8427	171.80
$γ$	-0.0135	-0.42
$δ$	1.9661	40.30

Estimation Period:
Aug 16, 1996 to Jul 2, 2012

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts