V-Lab
V-Lab
Avenir Telecom EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:55.27% (-1.66%)

Analysis last updated: Friday, May 3, 2024 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Avenir Telecom EGARCH
paramt-stat
ω0.01636.28
α0.090031.46
β0.99851862.87
γ-0.0249-6.57
Estimation Period:
Nov 19, 1998 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts