V-Lab
V-Lab
Inteliquent Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 10th, 2017:47.89% (+0.13%)

Analysis last updated: Thursday, February 9, 2017 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Inteliquent Inc AGARCH
paramt-stat
ω3.775513.30
α0.135112.54
β0.496920.03
γ2.463715.87
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Impact of return on volatility tomorrow
Volatility Forecasts