V-Lab: Crown Holdings Inc APARCH Volatility Analysis

V-Lab

| |

V-Lab

Crown Holdings Inc APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:22.37% (+0.34%)

Analysis last updated: Thursday, May 2, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0240	19.09
$α$	0.0503	20.43
$β$	0.9497	476.53
$γ$	0.6982	14.96
$δ$	1.1622	36.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts