SureWest Communications AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
24.33%
1 Week
26.06%
1 Month
34.01%
Analysis last updated: Friday, April 29, 2016 at 06:43 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 12.84 | |
| 0.2284 | 30.87 | |
| 0.8174 | 195.69 | |
| -0.0177 | -0.18 |
Estimation Period:
Aug 16, 1996 to Jul 2, 2012
Aug 16, 1996 to Jul 2, 2012
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