V-Lab: AptarGroup Inc MF2-GARCH Volatility Analysis

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V-Lab

AptarGroup Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.01% (+2.16%)

Analysis last updated: Friday, April 26, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0594	15.01
$β$	0.7935	121.07
$γ$	0.1170	17.86
$λ_{1}$	0.0035	2.93
$λ_{2}$	0.0133	5.59
$λ_{3}$	0.9855	358.24

Estimation Period:
Apr 23, 1993 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts