V-Lab
V-Lab
Liberty Global Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:30.33% (+0.23%)

Analysis last updated: Thursday, May 16, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Liberty Global Ltd EGARCH
paramt-stat
ω0.02107.34
α0.092728.19
β0.9874970.88
γ-0.0516-15.92
Estimation Period:
Jun 2, 2004 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts