FairPoint Communications Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, July 5th, 2017):
1 Day
29.88%
1 Week
34.24%
1 Month
39.90%
Analysis last updated: Monday, July 3, 2017 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2040 | 22.25 | |
| 0.2185 | 25.59 | |
| 0.6081 | 76.08 | |
| 0.5636 | 6.29 |
Estimation Period:
May 18, 2011 to Jul 3, 2017
May 18, 2011 to Jul 3, 2017
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