V-Lab
Bank of New York Mellon Corp/The APARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:22.00% (-0.33%)
Analysis last updated: Monday, April 22, 2024 at 09:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 19.36 | |
| 0.0631 | 36.92 | |
| 0.9369 | 588.14 | |
| 0.6097 | 25.73 | |
| 1.0677 | 34.30 |
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Jan 2, 1990 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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