V-Lab
V-Lab
Time Warner Cable Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 18th, 2016:21.84% (-0.39%)

Analysis last updated: Monday, March 1, 2021 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Time Warner Cable Inc GARCH
paramt-stat
ω0.08088.00
α0.052613.22
β0.9224174.67
Estimation Period:
Jan 9, 2007 to May 13, 2016
Impact of return on volatility tomorrow
Volatility Forecasts