V-Lab: Apple Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Apple Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.62% (+1.71%)

Analysis last updated: Monday, April 29, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.1466	6.85
$α$	0.0468	72.75
$β$	0.9976	3088.49
$ν$	5	30.84

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