V-Lab: Altair Engineering Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Altair Engineering Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:36.48% (-0.27%)

Analysis last updated: Wednesday, April 24, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1224	7.44
$α$	0.0210	0.16
$β$	0.9455	118.91
$γ$	1.0000	0.11
$δ$	1.3385	16.67

Estimation Period:
Nov 1, 2017 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts