V-Lab
V-Lab
CSX Corp APARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:24.77% (-0.74%)

Analysis last updated: Thursday, May 2, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSX Corp APARCH
paramt-stat
ω0.042312.47
α0.065617.94
β0.9287223.89
γ0.634519.72
δ1.083934.83
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts