Level 3 Communications Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 1st, 2017):
1 Day
23.18%
1 Week
23.32%
1 Month
23.84%
Analysis last updated: Monday, March 1, 2021 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 4.23 | |
| 0.0125 | 9.49 | |
| 0.9753 | 945.95 | |
| 0.0244 | 9.32 |
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Oct 13, 1997 to Oct 27, 2017
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