V-Lab
V-Lab
NII Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Monday, August 3rd, 2015:930.85% (-22.58%)

Analysis last updated: Monday, March 1, 2021 at 05:30 PM UTC

Date Range:

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to

6M ·

1Y ·

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10Y ·

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graph of NII Holdings Inc GARCH
paramt-stat
ω0.05663.26
α0.04683.38
β0.953283.02
Estimation Period:
Nov 20, 2002 to Jul 31, 2015
Impact of return on volatility tomorrow
Volatility Forecasts