V-Lab: Genworth Financial Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Genworth Financial Inc APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:31.51% (-0.50%)

Analysis last updated: Friday, May 3, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0189	12.12
$α$	0.0262	0.27
$β$	0.9723	248.54
$γ$	1.0000	0.18
$δ$	1.3010	12.34

Estimation Period:
May 26, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts