Level 3 Communications Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 1st, 2017):
1 Day
31.18%
1 Week
32.82%
1 Month
38.78%
Analysis last updated: Tuesday, October 31, 2017 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1868 | 15.44 | |
| 0.1303 | 42.19 | |
| 0.8717 | 369.66 | |
| 0.3313 | 4.53 |
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Oct 13, 1997 to Oct 27, 2017
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