V-Lab
V-Lab
GCI Liberty Inc MEM Volatility Analysis
Volatility Prediction for Friday, March 9th, 2018:42.77% (-4.21%)

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 MEM
paramt-stat
ω0.21767.65
α0.211126.11
β0.7813179.23
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts