V-Lab: Catamaran Corp APARCH Volatility Analysis

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V-Lab

Catamaran Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 28th, 2015:30.18% (-0.03%)

Analysis last updated: Monday, July 27, 2015 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1795	1.25
$α$	0.0086	1.47
$β$	0.9707	282.59
$γ$	0.6124	6.69
$δ$	3.0000	4.48

Estimation Period:
Jan 1, 1990 to Jul 24, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts