V-Lab
V-Lab
Level 3 Communications Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 1st, 2017:21.81% (+0.01%)

Analysis last updated: Monday, March 1, 2021 at 08:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

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graph of Level 3 Communications Inc EGARCH
paramt-stat
ω0.00743.11
α0.044115.32
β0.99851812.16
γ-0.0212-7.98
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Impact of return on volatility tomorrow
Volatility Forecasts