V-Lab: SentinelOne Inc APARCH Volatility Analysis

V-Lab

| |

V-Lab

SentinelOne Inc APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:51.93% (+0.38%)

Analysis last updated: Thursday, April 25, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0437	15.53
$α$	0.0727	25.86
$β$	0.9273	328.26
$γ$	0.3883	10.41
$δ$	0.7042	19.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts