V-Lab: Emerson Electric Co APARCH Volatility Analysis

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V-Lab

Emerson Electric Co APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:16.06% (-0.32%)

Analysis last updated: Tuesday, April 23, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0196	19.69
$α$	0.0404	22.24
$β$	0.9553	661.54
$γ$	0.9078	20.25
$δ$	1.1898	34.95

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts