Level 3 Communications Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 1st, 2017):
1 Day
21.81%
1 Week
21.95%
1 Month
22.53%
Analysis last updated: Monday, March 1, 2021 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 3.11 | |
| 0.0441 | 15.32 | |
| 0.9985 | 1,812.16 | |
| -0.0212 | -7.98 |
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Oct 13, 1997 to Oct 27, 2017
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