AboveNet Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, July 2nd, 2012):
1 Day
10.93%
1 Week
11.57%
1 Month
14.82%
Analysis last updated: Friday, April 29, 2016 at 06:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0015 | -11.48 | |
| 0.2086 | 36.39 | |
| 0.8484 | 283.08 | |
| 0.0817 | 9.79 |
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Dec 16, 2003 to Jun 29, 2012
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