V-Lab
V-Lab
tw telecom inc EGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2014:8.98% (-0.26%)

Analysis last updated: Monday, March 1, 2021 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of tw telecom inc EGARCH
paramt-stat
ω0.01425.03
α0.090819.56
β0.99801435.98
γ-0.0546-13.53
Estimation Period:
May 13, 1999 to Dec 26, 2014
Impact of return on volatility tomorrow
Volatility Forecasts