SCANA Corp Asy. MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, January 1st, 2019):
1 Day
30.03%
1 Week
29.79%
1 Month
28.92%
Analysis last updated: Tuesday, January 1, 2019 at 04:58 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 20.05 | |
| 0.1354 | 34.14 | |
| 0.8233 | 253.94 | |
| 0.0513 | 5.77 |
Estimation Period:
Jan 2, 1990 to Dec 28, 2018
Jan 2, 1990 to Dec 28, 2018
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