V-Lab: Urban Outfitters Inc APARCH Volatility Analysis

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V-Lab

Urban Outfitters Inc APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:43.28% (-0.74%)

Analysis last updated: Friday, May 3, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0586	10.42
$α$	0.0556	25.00
$β$	0.9401	363.11
$γ$	0.2906	9.38
$δ$	0.9661	24.08

Estimation Period:
Nov 9, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts