V-Lab
V-Lab
Level 3 Communications Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 1st, 2017:23.18% (-0.01%)

Analysis last updated: Monday, March 1, 2021 at 07:06 PM UTC

Date Range:

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graph of Level 3 Communications Inc GJR-GARCH
paramt-stat
ω0.01234.23
α0.01259.49
β0.9753945.95
γ0.02449.32
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Impact of return on volatility tomorrow
Volatility Forecasts