SureWest Communications GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 3rd, 2012):
1 Day
24.80%
1 Week
25.73%
1 Month
29.15%
Analysis last updated: Monday, March 1, 2021 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0932 | 16.78 | |
| 0.1542 | 11.98 | |
| 0.8489 | 211.92 | |
| -0.0063 | -0.31 |
Estimation Period:
Aug 16, 1996 to Jul 2, 2012
Aug 16, 1996 to Jul 2, 2012
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