V-Lab
V-Lab
Level 3 Communications Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 1st, 2017:31.18% (-1.24%)

Analysis last updated: Tuesday, October 31, 2017 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

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graph of Level 3 Communications Inc AGARCH
paramt-stat
ω0.186815.44
α0.130342.19
β0.8717369.66
γ0.33134.53
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Impact of return on volatility tomorrow
Volatility Forecasts