AboveNet Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, July 2nd, 2012):
1 Day
2.60%
1 Week
2.60%
1 Month
2.60%
Analysis last updated: Monday, March 1, 2021 at 06:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0606 | 6.89 | |
| 0.9125 | 203.68 | |
| 0.0538 | 3.95 |
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Dec 16, 2003 to Jun 29, 2012
Other GJR-GARCH Analyses on Equities