Level 3 Communications Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, November 1st, 2017):
1 Day
27.03%
1 Week
28.06%
1 Month
31.85%
Analysis last updated: Tuesday, October 31, 2017 at 10:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1126 | 13.22 | |
| 0.1553 | 28.30 | |
| 0.8284 | 242.66 | |
| 0.0325 | 4.10 |
Estimation Period:
Nov 18, 1997 to Oct 27, 2017
Nov 18, 1997 to Oct 27, 2017
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