AboveNet Inc GARCH Volatility Analysis
Inactive
Last recorded values (Monday, July 2nd, 2012):
1 Day
2.36%
1 Week
2.36%
1 Month
2.36%
Analysis last updated: Monday, March 1, 2021 at 07:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0975 | 22.87 | |
| 0.9025 | 257.99 |
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Dec 16, 2003 to Jun 29, 2012
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