V-Lab
V-Lab
Starz Acquisition LLC /CO Asy. MEM Volatility Analysis
Volatility Prediction for Friday, December 9th, 2016:21.35% (-0.81%)

Analysis last updated: Thursday, December 8, 2016 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Starz Acquisition LLC /CO AMEM
paramt-stat
ω0.167215.60
α0.265214.25
β0.697282.16
γ0.07532.43
Estimation Period:
May 5, 2006 to Dec 2, 2016
Impact of return on volatility tomorrow
Volatility Forecasts