V-Lab
V-Lab
Level 3 Communications Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 1st, 2017:23.44% (+0.27%)

Analysis last updated: Monday, March 1, 2021 at 06:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Level 3 Communications Inc GARCH
paramt-stat
ω0.01887.28
α0.032821.42
β0.9670685.80
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Impact of return on volatility tomorrow
Volatility Forecasts