Southern Co Gas AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, July 1st, 2016):
1 Day
8.37%
1 Week
8.98%
1 Month
10.90%
Analysis last updated: Thursday, June 30, 2016 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 14.12 | |
| 0.0791 | 37.97 | |
| 0.9068 | 401.79 | |
| 0.2237 | 8.75 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
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