V-Lab: Atco Ltd/Canada APARCH Volatility Analysis

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V-Lab

Atco Ltd/Canada APARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:16.44% (-0.70%)

Analysis last updated: Thursday, April 25, 2024 at 01:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0609	25.10
$α$	0.1080	36.16
$β$	0.8711	270.78
$γ$	0.1524	11.86
$δ$	1.6509	31.23

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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