V-Lab
V-Lab
CSX Corp APARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:22.46% (-0.02%)

Analysis last updated: Monday, April 15, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSX Corp APARCH
paramt-stat
ω0.042412.48
α0.065717.95
β0.9285223.41
γ0.635719.74
δ1.082534.80
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts