V-Lab: FairPoint Communications Inc GARCH Volatility Analysis

V-Lab

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V-Lab

FairPoint Communications Inc GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 5th, 2017:33.31% (+0.72%)

Analysis last updated: Monday, March 1, 2021 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6734	15.53
$α$	0.1510	17.72
$β$	0.7555	68.45

Estimation Period:
May 18, 2011 to Jul 3, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts