GCI Liberty Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
32.08%
1 Week
32.47%
1 Month
33.97%
Analysis last updated: Monday, March 1, 2021 at 05:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0613 | 9.18 | |
| 0.0178 | 10.68 | |
| 0.9526 | 604.47 | |
| 0.0539 | 12.73 |
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Jan 2, 1990 to Mar 2, 2018
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