V-Lab
V-Lab
Enventis Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2014:30.26% (+1.46%)

Analysis last updated: Monday, March 1, 2021 at 09:23 PM UTC

Date Range:

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graph of Enventis Corp GJR-GARCH
paramt-stat
ω0.04308.64
α0.054914.01
β0.9406353.74
γ0.00350.57
Estimation Period:
Aug 22, 1996 to Oct 10, 2014
Impact of return on volatility tomorrow
Volatility Forecasts