V-Lab: Apple Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Apple Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.96% (+0.47%)

Analysis last updated: Friday, April 19, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0449	19.06
$α$	0.0681	29.81
$β$	0.9319	431.44
$γ$	0.4049	12.49
$δ$	1.0361	24.41

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts