V-Lab
V-Lab
Starz Acquisition LLC /CO GARCH Volatility Analysis
Volatility Prediction for Friday, December 9th, 2016:25.43% (+1.03%)

Analysis last updated: Monday, March 1, 2021 at 05:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Starz Acquisition LLC /CO GARCH
paramt-stat
ω0.185812.37
α0.168316.50
β0.807785.27
Estimation Period:
May 5, 2006 to Dec 2, 2016
Impact of return on volatility tomorrow
Volatility Forecasts