V-Lab
V-Lab
NII Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 3rd, 2015:307.70% (-4.73%)

Analysis last updated: Monday, March 1, 2021 at 05:20 PM UTC

Date Range:

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graph of NII Holdings Inc GJR-GARCH
paramt-stat
ω0.04191.38
α0.00000.00
β0.9698244.42
γ0.06033.61
Estimation Period:
Nov 20, 2002 to Jul 31, 2015
Impact of return on volatility tomorrow
Volatility Forecasts