grepcent / static financial knowledge base

VZ company profile

VZ Volatility & Regime

Descriptive volatility statistics + an experimental regime signal — not investment advice; past/model estimates do not indicate future results. Price-based statistics are lmfin computations over a pinned Yahoo adjusted-close window. See Disclaimer.

Window: 3y ending 2026-06-30.

Volatility estimates

For VZ over the pinned 3y window ending 2026-06-30, lmfin computes current annualized volatility 34.68%, long-run annualized volatility 23.41%, and GARCH persistence 0.44.

The GARCH model's 1-day-ahead volatility estimate is 33.68%, its 5-day-ahead estimate is 23.89%, and its 21-day-ahead estimate is 23.41%.

Comparator estimates

For the same pinned window, lmfin also reports EWMA volatility 34.66%, trailing 21-day volatility 35.24%, and trailing-window volatility 23.27%.

Experimental regime signal

lmfin's experimental regime detector reports 10.00 detected change-points in the pinned window. The current experimental volatility state is high, with 12.00 days in that state.

Volatility figure

VZ annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.VZ annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.VZ annualized volatility estimatesWindow 3y ending 2026-06-30Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.EstimateAnnualized volatility (%)0.0%20.0%40.0%Long-runCurrent1-day est.5-day est.21-day est.EWMATrailing 21d

Volatility table

MetricValueWindowEnd
Current annualized volatility34.68%3y2026-06-30
Long-run annualized volatility23.41%3y2026-06-30
GARCH model 1-day-ahead volatility estimate33.68%3y2026-06-30
GARCH model 5-day-ahead volatility estimate23.89%3y2026-06-30
GARCH model 21-day-ahead volatility estimate23.41%3y2026-06-30
EWMA annualized volatility34.66%3y2026-06-30
Trailing 21-day annualized volatility35.24%3y2026-06-30
Trailing-window annualized volatility23.27%3y2026-06-30
GARCH persistence0.443y2026-06-30

Experimental regime change-points

Current experimental state: high; current state start: 2026-06-30; days in state: 12.

Datelmfin note
2023-10-24BOCPD MAP run length reset from 67 to 1; P(run<=5)=0.99
2024-01-23BOCPD MAP run length reset from 56 to 1; P(run<=5)=0.64
2024-04-22BOCPD MAP run length reset from 59 to 1; P(run<=5)=0.88
2024-07-22BOCPD MAP run length reset from 121 to 1; P(run<=5)=0.97
2024-10-22BOCPD MAP run length reset from 24 to 1; P(run<=5)=0.71
2025-03-07BOCPD MAP run length reset from 337 to 2; P(run<=5)=0.40
2025-07-21BOCPD MAP run length reset from 53 to 1; P(run<=5)=0.13
2025-10-06BOCPD MAP run length reset from 107 to 1; P(run<=5)=0.91
2026-01-30BOCPD MAP run length reset from 187 to 1; P(run<=5)=1.00
2026-06-30BOCPD MAP run length reset from 102 to 2; P(run<=5)=0.43

Provenance

lmfin: lmfin 0.1.0. Vol command: lmfin vol VZ --window 3y --end 2026-06-30 --json. Regime command: lmfin regime VZ --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-07-03; window end: 2026-06-30. Volatility statistics and experimental regime change-points are lmfin computations from Yahoo adjusted-close data over the pinned window. Model estimates are descriptive outputs, not advice.