V-Lab: Dell Technologies Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Dell Technologies Inc APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:44.80% (-1.33%)

Analysis last updated: Thursday, April 25, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0861	8.33
$α$	0.1266	13.90
$β$	0.8671	120.65
$γ$	0.7270	9.61
$δ$	0.5846	5.38

Estimation Period:
Sep 7, 2016 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts