SCANA Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 1st, 2019):
1 Day
32.63%
1 Week
32.37%
1 Month
31.46%
Analysis last updated: Monday, March 1, 2021 at 08:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 13.32 | |
| 0.1352 | 39.93 | |
| 0.9872 | 1,319.75 | |
| -0.0300 | -8.60 |
Estimation Period:
Jan 2, 1990 to Dec 28, 2018
Jan 2, 1990 to Dec 28, 2018
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