FairPoint Communications Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, July 5th, 2017):
1 Day
31.85%
1 Week
33.67%
1 Month
37.60%
Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6088 | 13.08 | |
| 0.0832 | 7.55 | |
| 0.7824 | 72.61 | |
| 0.0948 | 3.83 |
Estimation Period:
May 18, 2011 to Jul 3, 2017
May 18, 2011 to Jul 3, 2017
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