V-Lab: Family Dollar Stores Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Family Dollar Stores Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 7th, 2015:14.03% (-0.24%)

Analysis last updated: Friday, April 29, 2016 at 06:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0337	15.46
$α$	0.0548	22.25
$β$	0.9452	370.65
$γ$	0.5451	13.79
$δ$	0.9356	17.78

Estimation Period:
Jan 1, 1990 to Jul 2, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts