V-Lab
V-Lab
Inteliquent Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 10th, 2017:46.70% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 06:00 PM UTC

Date Range:

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graph of Inteliquent Inc GJR-GARCH
paramt-stat
ω3.953611.81
α0.04404.90
β0.543222.15
γ0.21516.19
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Impact of return on volatility tomorrow
Volatility Forecasts