V-Lab: Staples Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Staples Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, September 13th, 2017:15.47% (-0.15%)

Analysis last updated: Tuesday, September 12, 2017 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0297	12.42
$α$	0.0416	21.12
$β$	0.9584	455.30
$γ$	0.5280	11.52
$δ$	1.0043	23.23

Estimation Period:
Jan 2, 1990 to Sep 8, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts