V-Lab: Verizon Communications Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Verizon Communications Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:23.41% (-0.95%)

Analysis last updated: Thursday, May 2, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1782	7.90
$α$	0.0941	9.21
$β$	0.8385	51.73
$γ_{1}$	0.0639	1.80
$γ_{2}$	-0.0383	-0.69
$γ_{3}$	-0.0365	-0.83
$γ_{4}$	-0.0975	-2.42
$γ_{5}$	0.2594	6.96
$γ_{6}$	-0.2761	-6.89
$γ_{7}$	0.2140	4.67
$γ_{8}$	-0.1281	-2.92
$γ_{9}$	0.0742	1.66
$γ_{10}$	-0.0587	-1.43

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts