V-Lab
V-Lab
AboveNet Inc GARCH Volatility Analysis
Volatility Prediction for Monday, July 2nd, 2012:2.36% (-0.10%)

Analysis last updated: Monday, March 1, 2021 at 07:50 PM UTC

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graph of AboveNet Inc GARCH
paramt-stat
ω0.00000.00
α0.097522.87
β0.9025257.99
Estimation Period:
Dec 16, 2003 to Jun 29, 2012
Impact of return on volatility tomorrow
Volatility Forecasts