V-Lab
V-Lab
AboveNet Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, July 2nd, 2012:10.93% (+10.34%)

Analysis last updated: Friday, April 29, 2016 at 06:27 AM UTC

Date Range:

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graph of AboveNet Inc AGARCH
paramt-stat
ω-0.0015-11.48
α0.208636.39
β0.8484283.08
γ0.08179.79
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Impact of return on volatility tomorrow
Volatility Forecasts