V-Lab
V-Lab
GCI Liberty Inc APARCH Volatility Analysis
Volatility Prediction for Friday, March 9th, 2018:32.43% (+3.34%)

Analysis last updated: Thursday, March 8, 2018 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GCI Liberty Inc APARCH
paramt-stat
ω0.050211.75
α0.043019.56
β0.9540596.64
γ0.357816.01
δ1.799334.38
Estimation Period:
Jan 2, 1990 to Mar 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts