V-Lab: Adobe Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Adobe Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:33.40% (+1.64%)

Analysis last updated: Tuesday, April 30, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0417	17.28
$α$	0.0594	29.63
$β$	0.9406	523.99
$γ$	0.3836	8.14
$δ$	0.9919	18.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts