V-Lab
V-Lab
NTELOS Holdings Corp GARCH Volatility Analysis
Volatility Prediction for Monday, May 9th, 2016:2.57% (+0.14%)

Analysis last updated: Monday, March 1, 2021 at 06:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of NTELOS Holdings Corp GARCH
paramt-stat
ω0.00062.89
α0.085823.50
β0.9142418.77
Estimation Period:
Feb 10, 2006 to May 6, 2016
Impact of return on volatility tomorrow
Volatility Forecasts