V-Lab: Textura Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Textura Corp APARCH Volatility Analysis

Volatility Prediction for Monday, June 13th, 2016:33.60% (+0.16%)

Analysis last updated: Saturday, June 11, 2016 at 05:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3328	5.29
$α$	0.0934	4.09
$β$	0.7565	16.32
$γ$	0.7193	6.40
$δ$	0.5000	4.76

Estimation Period:
Jun 7, 2013 to Jun 10, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts