V-Lab
Tec & Co APARCH Volatility Analysis
Volatility Prediction for Thursday, April 28th, 2016:45.21% (+4.62%)
Analysis last updated: Wednesday, April 27, 2016 at 07:17 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8473 | 10.16 | |
| 0.1699 | 30.44 | |
| 0.7917 | 128.13 | |
| -0.0198 | -1.54 | |
| 2.0128 | 32.15 |
Estimation Period:
Jan 3, 1990 to Apr 22, 2016
Jan 3, 1990 to Apr 22, 2016