V-Lab
V-Lab
FairPoint Communications Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 5th, 2017:31.85% (+0.17%)

Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC

Date Range:

from

to

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5Y ·

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graph of FairPoint Communications Inc GJR-GARCH
paramt-stat
ω0.608813.08
α0.08327.55
β0.782472.61
γ0.09483.83
Estimation Period:
May 18, 2011 to Jul 3, 2017
Impact of return on volatility tomorrow
Volatility Forecasts