Level 3 Communications Inc GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 1st, 2017):
1 Day
23.44%
1 Week
23.63%
1 Month
24.40%
Analysis last updated: Monday, March 1, 2021 at 06:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 7.28 | |
| 0.0328 | 21.42 | |
| 0.9670 | 685.80 |
Estimation Period:
Oct 13, 1997 to Oct 27, 2017
Oct 13, 1997 to Oct 27, 2017
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