V-Lab
V-Lab
Inteliquent Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 10th, 2017:45.20% (-0.16%)

Analysis last updated: Monday, March 1, 2021 at 05:28 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Inteliquent Inc GARCH
paramt-stat
ω0.14124.24
α0.01227.96
β0.9760251.40
Estimation Period:
Nov 5, 2007 to Feb 3, 2017
Impact of return on volatility tomorrow
Volatility Forecasts