V-Lab: Ingersoll Rand Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Ingersoll Rand Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:25.28% (-0.58%)

Analysis last updated: Monday, April 22, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1037	7.48
$α$	0.0504	5.50
$β$	0.9166	156.77
$γ$	0.7660	5.80
$δ$	1.5367	13.81

Estimation Period:
May 12, 2017 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts