V-Lab
V-Lab
GCI Liberty Inc GARCH Volatility Analysis
Volatility Prediction for Friday, March 9th, 2018:30.11% (+2.78%)

Analysis last updated: Monday, March 1, 2021 at 08:15 PM UTC

Date Range:

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to

6M ·

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graph of GCI Liberty Inc GARCH
paramt-stat
ω0.089314.54
α0.058130.02
β0.9373470.79
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts