V-Lab: Altria Group Inc APARCH Volatility Analysis

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V-Lab

Altria Group Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.35% (-0.21%)

Analysis last updated: Friday, April 26, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0259	16.10
$α$	0.0603	25.05
$β$	0.9397	368.64
$γ$	0.4717	14.89
$δ$	1.0941	32.37

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts