V-Lab: Apple Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Apple Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:24.41% (-0.72%)

Analysis last updated: Tuesday, April 23, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0811	8.01
$α$	0.0793	8.33
$β$	0.8614	56.68
$γ_{1}$	0.0068	0.61
$γ_{2}$	-0.0261	-1.56
$γ_{3}$	0.0240	2.12
$γ_{4}$	0.0036	0.37
$γ_{5}$	-0.0098	-1.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts