V-Lab
BETA
|
|
Volatility Institute
|
NYU Stern
Display:
Basic ▼
|
Basic
Intermediate
Experimental
Sign in
Documentation
»
Analysis List
»
Volatility Analysis
Correlation Analysis
Systemic Risk Analysis
Long Term Risk Forecasting
Loading...
WINDSTREAM CORP EGARCH VOLATILITY GRAPH
?
Volatility Prediction for Tuesday, May 28:
24.87% (-0.25)
COMPARE
VIX
Windstream Corp
»
AMEM
MEM
AGARCH
APARCH
GARCH
GAS-GARCH-T
GJR-GARCH
Other Analyses
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Commodities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Corporate Bonds
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Credit Default Swaps
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Currencies
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equity Indices
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equity Sectors
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
International Equities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Real Estate
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Treasuries
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Volatility Indices
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
SUB PLOT
Return/Price
Return
Price
None
LINE STYLE
Lines
Lines Points
KEY POSTION
Inside
»
Bottom Left
Bottom Right
Top Left
Top Right
Outside
COPY GRAPH
Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$8.67
Return
:
-0.23%
1 Week Pred
:
24.95%
Avg Week Vol
:
25%
Avg Month Vol
:
25.48%
1 Month Pred
:
25.25%
Min Vol
:
14.75%
Max Vol
:
72.72%
6 Months Pred
:
26.52%
Avg Vol
:
26.85%
Vol of Vol
:
24.4%
1 Year Pred
:
27.15%
Models
Assets
Analysis on Windstream Corp
Asy. MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
EGARCH analysis on Equities
3M Co
8x8 Inc
Abbott Labs
AboveNet Inc
Accenture PLC
Activision Blizzard Inc
Adobe Systems Inc
AES Corp
AETNA
Agilent Technologies Inc
AGL Resources Inc
Air Products & Chemicals Inc
Airgas Inc
Alaska Communications Systems Group Inc
Albemarle Corp
Alcoa
Alexion Pharmaceuticals Inc
Allegheny Technologies Inc
Allergan Inc/United States
Alliant Energy Corp
Altera Corp
Altria Group Inc
Amazon.com Inc
Ameren Corp
American Electric Power Co Inc
American Express
American International Group
American Tower Corp
American Water Works Co Inc
AmerisourceBergen Corp
AMETEK Inc
Amgen Inc
Amphenol Corp
Anadarko Petroleum Corp
Analog Devices Inc
Apache Corp
Apple Inc
Applied Materials
Aptargroup Inc
Aqua America Inc
Archer-Daniels-Midland Co
Ashland Inc
AT&T
Atlantic Tele-Network Inc
Atmos Energy Corp
Autodesk Inc
Automatic Data Processing Inc
AutoZone Inc
Avon Products Inc
B Communications Ltd
Baker Hughes Inc
Ball Corp
Bank Of America
Bank Of New York Mellon Corp/The
Barnes & Noble Inc
Baxter International Inc
BB&T Corporation
Beam Inc
Bear Stearns
Becton Dickinson and Co
Bed Bath & Beyond Inc
Bemis Co Inc
Berkshire Hathaway Shares
Biogen Idec Inc
Blackrock
Boeing Co/The
Boston Scientific
Bristol Meyers Squibb Co
Broadcom Corp
Brookfield Infrastructure Partners LP
Brown-Forman Corp
Bunge Ltd
CA Inc
Cabot Oil & Gas Corp
Calpine Corp
Cameron International Corp
Campbell Soup Co
Canadian National Railway
Cardinal Health Inc
CareFusion Corp
Carnival Corp
Caterpillar
Cbeyond Inc
CBS Corp
Celanese Corp
Celgene Corp
CenterPoint Energy Inc
CenturyLink Inc
Cerner Corp
CF Industries Holdings Inc
CH Robinson Worldwide Inc
Charles Schwab
Check Point Software Technologies Ltd
Chesapeake Energy Corp
Chevron Corp
Chipotle Mexican Grill Inc
Church & Dwight Co Inc
CIGNA
Cincinnati Bell Inc
Cisco Systems
CIT Group
Citigroup
Citrix Systems Inc
Clearwire Corp
Cleco Corp
Cliffs Natural Resources Inc
Clorox Co/The
CME Group
CMS Energy Corp
CNH Global NV
Coach Inc
Cobalt International Energy Inc
Coca Cola Co
Cogent Communications Group Inc
Cognizant Technology Solutions Corp
Colgate-Palmolive Co
Comcast Corp
ConAgra Foods Inc
Concho Resources Inc
ConocoPhillips
CONSOL Energy Inc
Consolidated Communications Holdings Inc
Consolidated Edison Inc
Constellation Brands Inc
Continental Resources Inc/OK
Cooper Industries PLC
Corn Products International Inc
Corning Inc
Cosan Ltd
Costco Wholesale Corp
Covidien PLC
CR Bard Inc
Credit Suisse
Crown Castle International Corp
Crown Holdings Inc
CSX Corp
Cummins Inc
CVS Caremark
Danaher Corp
DaVita Inc
Deere & Co
Dell Inc
Delta Air Lines Inc
Deutsche Bank
Devon Energy Corp
Diamond Offshore Drilling Inc
DIRECTV
Discovery Communications Inc
DISH Network Corp
Dollar Tree Inc
Dominion Resources Inc/VA
Dover Corp
Dow Chemical Co/The
Dr Pepper Snapple Group Inc
DTE Energy Co
Du Pont Co
Duke Energy Corp
E-Trade Financial
Eastman Chemical Co
Eaton Corp
eBay Inc
Ecolab Inc
Edison International
Edwards Lifesciences Corp
El Paso Corp
Elephant Talk Communications Inc
Eli Lilly & Co
EMC Corp/Massachusetts
Emerson Electric Co
Enbridge Energy Partners LP
Energizer Holdings Inc
Energy Transfer Equity LP
Energy Transfer Partners LP
Ensco PLC
Entergy Corp
Enterprise Products Partners LP
EOG Resources Inc
EQT Corp
Equifax Inc
Estee Lauder Cos Inc/The
Exelon Corp
Expeditors International of Washington Inc
Express Scripts Inc
Exxon Mobil
F5 Networks Inc
Fairpoint Communications Inc
Fannie Mae
Fastenal Co
FedEx Corp
Fidelity National Information Services Inc
FirstEnergy Corp
FirstMerit Corporation
Fiserv Inc
Flowserve Corp
Fluor Corp
FMC Corp
FMC Technologies Inc
Ford Motor Co
Forest Laboratories Inc
Franklin Resources
Freddie Mac
Freeport-McMoRan Copper & Gold Inc
Frontier Communications Corp
Gap Inc/The
General Communication Inc
General Dynamics Corp
General Electric
General Mills Inc
General Motors
Genuine Parts Co
Gilead Sciences Inc
Goldman Sachs
Goodrich Corp
Google Inc
Great Plains Energy Inc
Green Mountain Coffee Roasters Inc
Halliburton Co
Harley-Davidson Inc
Hawaiian Electric Industries Inc
Hawaiian Telcom Holdco Inc
Henry Schein Inc
Herbalife Ltd
Hershey Co/The
Hertz Global Holdings Inc
Hess Corp
Hewlett-Packard
HickoryTech Corp
Hillshire Brands
HJ Heinz Co
Home Depot
Honeywell International Inc
Hormel Foods Corp
Hudson City Bancorp
Humana
IDT Corp
IHS Inc
Illinois Tool Works Inc
inContact Inc
Ingersoll-Rand PLC
Integrys Energy Group Inc
Intel
Inteliquent Inc
Interactive Brokers Group, Inc
International Business Machines Corp
International Flavors & Fragrances Inc
International Paper Co
Internet Gold-Golden Lines Ltd
Intuit Inc
Iridium Communications Inc
ITC Holdings Corp
JB Hunt Transport Services Inc
Jefferies Group Inc
JM Smucker Co/The
Johnson & Johnson
Johnson Controls Inc
Joy Global Inc
JP Morgan Chase
Juniper Networks Inc
Kansas City Southern
Kellogg Co
Kemper Corp
Kimberly-Clark Corp
Kinder Morgan Energy Partners LP
Kinder Morgan Inc/Delaware
Kinder Morgan Management LLC
KLA-Tencor Corp
Kohl's Corp
Kroger Co/The
L-3 Communications Holdings Inc
Laboratory Corp of America Holdings
Las Vegas Sands Corp
Leap Wireless International Inc
Level 3 Communications Inc
Liberty Global Inc
Liberty Interactive Corp
Liberty Media Corp - Liberty Capital
Life Technologies Corp
LinkedIn Corp
Linn Energy LLC
Lockheed Martin Corp
Lorillard Inc
Lowes Cos Inc
Ltd Brands Inc
Lululemon Athletica Inc
LyondellBasell Industries NV
Macy's Inc
Magellan Midstream Partners LP
magicJack VocalTec Ltd
Marathon Oil Corp
Marathon Petroleum Corp
Marriott International Inc/DE
Marsh & Mclennan Companies
Martin Marietta Materials Inc
MasterCard
Mattel Inc
MBIA Inc
McCormick & Co Inc/MD
McDonalds
McGraw-Hill Cos Inc/The
McKesson Corp
MDU Resources Group Inc
Mead Johnson Nutrition Co
MeadWestvaco Corp
Medco Health Solutions Inc
Medtronic Inc
Merck & Co.
Merrill Lynch
MetLife
MetroPCS Communications Inc
Microsoft Corporation
Millicom International Cellular SA
Molson Coors Brewing Co
Mondelez International Inc
Monsanto Co
Monster Beverage Corp
Moodys Corp
Morgan Stanley
Mosaic Co/The
Motorola Solutions Inc
Murphy Oil Corp
Mylan Inc/PA
National Fuel Gas Co
National Oilwell Varco Inc
NetApp Inc
Netflix Inc
Newmont Mining Corp
News Corp A
NextEra Energy Inc
NII Holdings Inc
NIKE Inc
NiSource Inc
Noble Corp
Noble Energy Inc
Nordstrom Inc
Norfolk Southern Corp
Northeast Utilities
Northrop Grumman Corp
NRG Energy Inc
NTELOS Holdings Corp
Nucor Corp
NV Energy Inc
NYSE Euronext
O'Reilly Automotive Inc
Occidental Petroleum Corp
OGE Energy Corp
Omnicom Group Inc
ONEOK Inc
ONEOK Partners LP
Oracle Corp
ORBCOMM Inc
Owens-Illinois Inc
PACCAR Inc
Pall Corp
Parker Hannifin Corp
Paychex Inc
Peabody Energy Corp
Pepco Holdings Inc
PepsiCo Inc
Perrigo Co
Pfizer Inc
PG&E Corp
Philip Morris International Inc
Pinnacle West Capital Corp
Pioneer Natural Resources Co
Plains All American Pipeline LP
Potash Corp of Saskatchewan Inc
Powershares QQQ Trust Series 1
PPG Industries Inc
PPL Corp
Praxair Inc
Precision Castparts Corp
Premiere Global Services Inc
priceline.com Inc
Procter & Gamble
Progress Energy Inc
Prudential Financial
Public Service Enterprise Group Inc
Public Storage
QUALCOMM Inc
Quest Diagnostics Inc
Questar Corp
Ralcorp Holdings Inc
Ralph Lauren Corp
Range Resources Corp
Raytheon Co
Red Hat Inc
Reliance Steel & Aluminum Co
Republic Services Inc
Reynolds American Inc
Rock-Tenn Co
Rockwell Automation Inc
Rockwell Collins Inc
Rockwood Holdings Inc
Roper Industries Inc
Ross Stores Inc
Royal Gold Inc
RPM International Inc
Safeway Inc
Salesforce.com Inc
SanDisk Corp
SBA Communications Corp
SCANA Corp
Schlumberger Ltd
Seagate Technology PLC
Sealed Air Corp
Sempra Energy
Shenandoah Telecommunications Co
Sherwin-Williams Co/The
Sigma-Aldrich Corp
Simon Property Group Inc
Sirius XM Radio Inc
Smithfield Foods Inc
Solutia Inc
Sonoco Products Co
Southern Co/The
Southern Copper Corp
Southwest Airlines Co
Southwestern Energy Co
SPDR S&P 500 ETF Trust
Spectra Energy Corp
Sprint Nextel Corp
St Jude Medical Inc
Stanley Black & Decker Inc
Staples Inc
Starbucks Corp
Starwood Hotels & Resorts Worldwide Inc
Stericycle Inc
Stryker Corp
SureWest Communications
Symantec Corp
Sysco Corp
T. Rowe Price Group
Target Corp
TD Ameritrade Holdings
TE Connectivity Ltd
TECO Energy Inc
Telephone & Data Systems Inc
Teradata Corp
Ternium SA
Terra Nitrogen Co LP
Texas Instruments Inc
Textron Inc
Thermo Fisher Scientific Inc
Time Warner Cable Inc
Time Warner Inc
TJX Cos Inc
TransDigm Group Inc
Transocean Ltd/Switzerland
True Religion Apparel Inc
tw telecom inc
Tyco International Ltd
Tyson Foods Inc
UGI Corp
Union Pacific
United Continental Holdings Inc
United Parcel Service Inc
United States Cellular Corp
United States Steel Corp
United Technologies
UnitedHealth Group
US Bancorp
USA Mobility Inc
Valero Energy Corp
Valhi Inc
Valspar Corp
Varian Medical Systems Inc
Verisk Analytics Inc
Verizon Communications Inc
Vertex Pharmaceuticals Inc
VF Corp
Viacom Inc
VimpelCom Ltd
Visa
VMware Inc
Vulcan Materials Co
Wachovia Bank
Wal Mart Stores
Walgreen Co
Walt Disney
Walter Energy Inc
Waste Management Inc
Waters Corp
Watson Pharmaceuticals Inc
Weatherford International Ltd/Switzerland
WellPoint Inc
Wells Fargo
Westar Energy Inc
Western Digital Corp
Western Union
Westlake Chemical Corp
Whole Foods Market Inc
Williams Cos Inc/The
Williams Partners LP
Wisconsin Energy Corp
WR Grace & Co
WW Grainger Inc
Wynn Resorts Ltd
Xcel Energy Inc
Xerox Corp
Xilinx Inc
Yahoo Inc
Yum! Brands Inc
Zimmer Holdings Inc
Documentation
Volatility Analysis
EGARCH