Alaska Communications Systems Group Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 23rd, 2021):
1 Day
20.81%
1 Week
23.60%
1 Month
27.01%
Analysis last updated: Thursday, July 22, 2021 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2379 | 6.72 | |
| 0.1460 | 6.02 | |
| -0.1602 | -5.81 | |
| 1.4284 | 0.46 | |
| 0.6421 | 0.60 | |
| 0.2443 | 0.17 |
Estimation Period:
Nov 18, 1999 to Jul 16, 2021
Nov 18, 1999 to Jul 16, 2021
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