V-Lab: inContact Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

inContact Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, November 14th, 2016:0.00% (-1.71%)

Analysis last updated: Wednesday, January 15, 2020 at 05:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0304	-3.12
$α$	0.1821	36.00
$β$	0.8749	476.01
$γ$	0.4353	6.74

Estimation Period:
Jan 12, 1998 to Nov 11, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts