SCANA Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 1st, 2019):
1 Day
36.65%
1 Week
36.46%
1 Month
35.75%
Analysis last updated: Monday, March 1, 2021 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 15.41 | |
| 0.0398 | 18.79 | |
| 0.9396 | 563.31 | |
| 0.0267 | 6.36 |
Estimation Period:
Jan 2, 1990 to Dec 28, 2018
Jan 2, 1990 to Dec 28, 2018
Other GJR-GARCH Analyses on Equities