V-Lab: Harman International Industries Inc APARCH Volatility Analysis

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V-Lab

Harman International Industries Inc APARCH Volatility Analysis

Volatility Prediction for Monday, March 13th, 2017:15.88% (-0.36%)

Analysis last updated: Friday, March 10, 2017 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1070	10.36
$α$	0.0923	31.15
$β$	0.8795	155.20
$γ$	0.4393	14.03
$δ$	0.6632	16.73

Estimation Period:
Jan 1, 1990 to Mar 10, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts