V-Lab
V-Lab
Red Hat Inc APARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:4.44% (-0.11%)

Analysis last updated: Saturday, August 3, 2019 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Red Hat Inc APARCH
paramt-stat
ω0.032714.49
α0.072818.82
β0.9272231.33
γ0.30066.95
δ0.500019.77
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Impact of return on volatility tomorrow
Volatility Forecasts