V-Lab
V-Lab
Sprint Communications Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, July 18th, 2013:23.95% (-0.31%)

Analysis last updated: Friday, November 20, 2015 at 06:57 PM UTC

Date Range:

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graph of Sprint Communications Inc AGARCH
paramt-stat
ω-0.0224-1.43
α0.053824.64
β0.9343412.66
γ1.471813.26
Estimation Period:
Jan 2, 1990 to Jul 17, 2013
Impact of return on volatility tomorrow
Volatility Forecasts