V-Lab
V-Lab
CA Inc APARCH Volatility Analysis
Volatility Prediction for Monday, November 5th, 2018:13.86% (-0.27%)

Analysis last updated: Saturday, November 3, 2018 at 02:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CA Inc APARCH
paramt-stat
ω0.035011.17
α0.059815.23
β0.9402212.77
γ0.29567.53
δ0.813319.47
Estimation Period:
Jan 2, 1990 to Nov 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts