V-Lab
V-Lab
Starz Acquisition LLC /CO APARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2016:23.77% (+0.90%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Starz Acquisition LLC /CO APARCH
paramt-stat
ω0.10536.93
α0.151017.30
β0.849084.09
γ0.17866.53
δ1.372317.66
Estimation Period:
May 5, 2006 to Dec 2, 2016
Impact of return on volatility tomorrow
Volatility Forecasts