V-Lab: Pinnacle West Capital Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Pinnacle West Capital Corp APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.38% (-0.08%)

Analysis last updated: Friday, April 26, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0246	20.78
$α$	0.0760	38.67
$β$	0.9221	504.16
$γ$	0.2988	20.28
$δ$	1.4736	42.25

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts