V-Lab: ATN International Inc APARCH Volatility Analysis

V-Lab

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V-Lab

ATN International Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:37.38% (-0.98%)

Analysis last updated: Wednesday, April 24, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1721	15.51
$α$	0.1734	32.08
$β$	0.8266	144.40
$γ$	0.1919	8.88
$δ$	1.1975	23.11

Estimation Period:
Nov 14, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts