V-Lab
V-Lab
Time Warner Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, June 15th, 2018:14.27% (+0.08%)

Analysis last updated: Monday, March 1, 2021 at 07:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Time Warner Inc EGARCH
paramt-stat
ω0.021410.27
α0.148031.17
β0.99381216.40
γ-0.0341-8.76
Estimation Period:
Mar 20, 1992 to Jun 8, 2018
Impact of return on volatility tomorrow
Volatility Forecasts