V-Lab: tw telecom inc APARCH Volatility Analysis

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V-Lab

tw telecom inc APARCH Volatility Analysis

Volatility Prediction for Monday, December 29th, 2014:16.20% (-0.16%)

Analysis last updated: Saturday, December 27, 2014 at 05:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0120	7.99
$α$	0.0259	12.18
$β$	0.9741	658.61
$γ$	0.7596	6.71
$δ$	1.4224	18.77

Estimation Period:
May 13, 1999 to Dec 26, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts