V-Lab: Pioneer Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Pioneer Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, March 28th, 2019:1250.94% (+1232.53%)

Analysis last updated: Wednesday, March 27, 2019 at 06:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0393	12.85
$α$	0.0592	26.52
$β$	0.9408	423.99
$γ$	0.2979	10.36
$δ$	0.9774	24.36

Estimation Period:
Jan 3, 1990 to Mar 22, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts