FairPoint Communications Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, July 5th, 2017):
1 Day
36.91%
1 Week
36.86%
1 Month
36.66%
Analysis last updated: Monday, March 1, 2021 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 0.18 | |
| -0.0176 | -0.35 | |
| 0.9966 | 328.14 | |
| -0.0264 | -0.35 |
Estimation Period:
May 18, 2011 to Jul 3, 2017
May 18, 2011 to Jul 3, 2017
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