V-Lab
V-Lab
GCI Liberty Inc Asy. MEM Volatility Analysis
Volatility Prediction for Friday, March 9th, 2018:42.97% (-4.03%)

Analysis last updated: Thursday, March 8, 2018 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GCI Liberty Inc AMEM
paramt-stat
ω0.211020.30
α0.178334.77
β0.7853191.30
γ0.06684.53
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts