V-Lab: Cisco Systems Inc APARCH Volatility Analysis

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V-Lab

Cisco Systems Inc APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.92% (-0.79%)

Analysis last updated: Thursday, April 18, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0353	17.93
$α$	0.0723	35.94
$β$	0.9277	459.95
$γ$	0.4653	15.34
$δ$	0.6896	20.55

Estimation Period:
Feb 19, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts