V-Lab
V-Lab
Time Warner Cable Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 18th, 2016:20.95% (-0.20%)

Analysis last updated: Monday, March 1, 2021 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Time Warner Cable Inc GJR-GARCH
paramt-stat
ω0.04264.19
α0.00532.20
β0.9554268.08
γ0.05497.08
Estimation Period:
Jan 9, 2007 to May 13, 2016
Impact of return on volatility tomorrow
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