V-Lab
V-Lab
NTELOS Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 9th, 2016:2.56% (+0.10%)

Analysis last updated: Monday, March 1, 2021 at 08:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of NTELOS Holdings Corp GJR-GARCH
paramt-stat
ω0.00062.67
α0.068011.33
β0.9165377.30
γ0.03103.54
Estimation Period:
Feb 10, 2006 to May 6, 2016
Impact of return on volatility tomorrow
Volatility Forecasts