FairPoint Communications Inc GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, July 5th, 2017):
1 Day
33.31%
1 Week
35.06%
1 Month
38.74%
Analysis last updated: Monday, March 1, 2021 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6734 | 15.53 | |
| 0.1510 | 17.72 | |
| 0.7555 | 68.45 |
Estimation Period:
May 18, 2011 to Jul 3, 2017
May 18, 2011 to Jul 3, 2017
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