V-Lab: Avery Dennison Corp APARCH Volatility Analysis

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V-Lab

Avery Dennison Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:21.31% (+0.97%)

Analysis last updated: Wednesday, April 17, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0255	20.60
$α$	0.0518	29.80
$β$	0.9482	507.33
$γ$	0.7551	23.02
$δ$	0.7806	21.43

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts