V-Lab
V-Lab
Time Warner Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, June 15th, 2018:12.87% (-0.57%)

Analysis last updated: Thursday, June 14, 2018 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Time Warner Inc AGARCH
paramt-stat
ω-0.0041-1.15
α0.105726.74
β0.9010266.88
γ0.595919.90
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Impact of return on volatility tomorrow
Volatility Forecasts