GCI Liberty Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, March 9th, 2018):
1 Day
36.66%
1 Week
37.33%
1 Month
39.99%
Analysis last updated: Monday, March 1, 2021 at 07:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 7.16 | |
| 0.0937 | 18.73 | |
| 0.9890 | 804.72 | |
| -0.0510 | -11.33 |
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Jan 2, 1990 to Mar 2, 2018
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