V-Lab
V-Lab
NTELOS Holdings Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, May 9th, 2016:9.02% (+6.74%)

Analysis last updated: Friday, May 6, 2016 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NTELOS Holdings Corp AGARCH
paramt-stat
ω-0.0003-0.52
α0.146030.05
β0.8913350.37
γ0.06181.77
Estimation Period:
Feb 10, 2006 to May 6, 2016
Impact of return on volatility tomorrow
Volatility Forecasts