V-Lab: Cisco Systems Inc APARCH Volatility Analysis

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V-Lab

Cisco Systems Inc APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:21.67% (-0.94%)

Analysis last updated: Thursday, May 2, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0352	17.90
$α$	0.0721	35.85
$β$	0.9279	460.74
$γ$	0.4623	15.18
$δ$	0.6903	20.50

Estimation Period:
Feb 19, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts