V-Lab: Microchip Technology Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Microchip Technology Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:35.84% (-0.71%)

Analysis last updated: Friday, April 26, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0235	15.16
$α$	0.0411	18.51
$β$	0.9589	583.26
$γ$	0.5890	14.55
$δ$	1.4032	38.23

Estimation Period:
Mar 19, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts