V-Lab: SentinelOne Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

SentinelOne Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:41.13% (-2.26%)

Analysis last updated: Friday, April 26, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2621	16.88
$α$	0.1185	29.42
$β$	0.8629	254.46
$γ$	0.3982	4.92

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts