V-Lab
V-Lab
Sprint Communications Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 18th, 2013:23.12% (-0.44%)

Analysis last updated: Monday, March 1, 2021 at 08:03 PM UTC

Date Range:

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graph of Sprint Communications Inc GJR-GARCH
paramt-stat
ω0.111612.63
α0.037015.54
β0.9120303.20
γ0.079811.78
Estimation Period:
Jan 2, 1990 to Jul 17, 2013
Impact of return on volatility tomorrow
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