V-Lab: ATN International Inc APARCH Volatility Analysis

V-Lab

| |

V-Lab

ATN International Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:129.19% (-15.05%)

Analysis last updated: Friday, April 26, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1213	9.61
$α$	0.1337	23.56
$β$	0.8663	125.93
$γ$	0.1939	7.76
$δ$	1.0609	17.13

Estimation Period:
Nov 14, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts