V-Lab: Campbell Soup Co APARCH Volatility Analysis

V-Lab

| |

V-Lab

Campbell Soup Co APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:21.91% (+0.41%)

Analysis last updated: Tuesday, April 30, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0467	16.20
$α$	0.0934	31.50
$β$	0.9007	263.21
$γ$	0.2866	11.84
$δ$	1.0189	24.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts