V-Lab: Kemper Corp APARCH Volatility Analysis

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V-Lab

Kemper Corp APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:35.19% (-1.31%)

Analysis last updated: Thursday, April 18, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0372	11.32
$α$	0.0712	21.93
$β$	0.9288	263.79
$γ$	0.4049	17.41
$δ$	1.2179	23.29

Estimation Period:
Apr 24, 1990 to Apr 12, 2024

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Volatility Forecasts