V-Lab
V-Lab
AboveNet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 2nd, 2012:2.60% (-0.11%)

Analysis last updated: Monday, March 1, 2021 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of AboveNet Inc GJR-GARCH
paramt-stat
ω0.00000.00
α0.06066.89
β0.9125203.68
γ0.05383.95
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Impact of return on volatility tomorrow
Volatility Forecasts