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Qwest Communications International Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 9, 2022 at 05:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Qwest Communications International Inc S0GARCH
paramt-stat
ω1.14004.66
α0.09784.91
β0.781219.59
γ10.81731.97
γ2-1.4851-2.44
γ31.51353.77
γ4-1.7999-3.92
γ51.36913.34
γ6-0.6671-1.34
γ70.67610.97
γ8-0.1401-0.20
γ9-1.4672-2.65
γ101.91856.27
Estimation Period:
Jun 20, 1997 to Mar 31, 2011
Impact of return on volatility tomorrow
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